Arbeitspapier
Markov processes generated by random iterates of monotone maps: Theory and applications
The paper is a review of results on the asymptotic behavior of Markov processes generated by i.i.d. iterates of monotone maps. Of particular importance is the notion of splitting introduced by Dubins and Freedman (1966). Some extensions to more general frameworks are outlined, and, finally, a number of applications are indicated.
- Sprache
-
Englisch
- Erschienen in
-
Series: CAE Working Paper ; No. 08-10
- Klassifikation
-
Wirtschaft
- Thema
-
Markovscher Prozess
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Majumdar, Mukul
- Ereignis
-
Veröffentlichung
- (wer)
-
Cornell University, Center for Analytical Economics (CAE)
- (wo)
-
Ithaca, NY
- (wann)
-
2008
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Majumdar, Mukul
- Cornell University, Center for Analytical Economics (CAE)
Entstanden
- 2008
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