STATIONARY SOLUTIONS FOR ITERATED FUNCTION SYSTEMS CONTROLLED BY STATIONARY PROCESSES

  • Lee, O. (Department of Statistics Ewha Womans University) ;
  • Shin, D.W. (Department of Statistics Ewha Womans University)
  • Published : 1999.07.01

Abstract

We consider a class of discrete parameter processes on a locally compact Banach space S arising from successive compositions of strictly stationary random maps with state space C(S,S), where C(S,S) is the collection of continuous functions on S into itself. Sufficient conditions for stationary solutions are found. Existence of pth moments and convergence of empirical distributions for trajectories are proved.

Keywords

References

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