Arbeitspapier
Random iterates of monotone maps
In this paper we prove the existence,uniqueness and stability of the invariant distribution of a random dynamical system in which the admissible family of laws of motion consists of monotone maps from a closed subset of a finite dimensional Euclidean space into itself.
- Language
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Englisch
- Bibliographic citation
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Series: CAE Working Paper ; No. 08-08
- Classification
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Wirtschaft
- Subject
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Dynamisches Modell
Markovscher Prozess
Dynamische Optimierung
Theorie
- Event
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Geistige Schöpfung
- (who)
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Bhattacharya, Rabi
Majumdar, Mukul
- Event
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Veröffentlichung
- (who)
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Cornell University, Center for Analytical Economics (CAE)
- (where)
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Ithaca, NY
- (when)
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2008
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bhattacharya, Rabi
- Majumdar, Mukul
- Cornell University, Center for Analytical Economics (CAE)
Time of origin
- 2008
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