An iterated random function with Lipschitz number one
Probability
2025-06-30 v1 Dynamical Systems
Abstract
Consider the set of functions on . Define a Markov process that starts with a point and continues with with each picked from a fixed bounded distribution on . We prove the conjecture of G. Letac that if is not supported on a lattice, then this process has a unique stationary distribution and any distribution converges under iteration to (in the weak- topology). We also give a bound on the rate of convergence in the special case that is supported on a two-point set. We hope that the techniques will be useful for the study of other Markov processes where the transition functions have Lipschitz number one.
Cite
@article{arxiv.2506.22420,
title = {An iterated random function with Lipschitz number one},
author = {Aaron Abrams and Henry Landau and Zeph Landau and James Pommersheim and Eric Zaslow},
journal= {arXiv preprint arXiv:2506.22420},
year = {2025}
}
Comments
This is the eighth of eleven old articles being uploaded to arxiv after publication