Empirical processes of iterated maps that contract on average
Probability
2012-06-22 v1 Dynamical Systems
Abstract
We consider a Markov chain obtained by random iterations of Lipschitz maps chosen with a probability depending on the current position . We assume this system has a property of "contraction on average", that is for some . In the present note, we study the weak convergence of the empirical process associated to this Markov chain.
Cite
@article{arxiv.1206.4903,
title = {Empirical processes of iterated maps that contract on average},
author = {Olivier Durieu},
journal= {arXiv preprint arXiv:1206.4903},
year = {2012}
}