Sieving random iterative function systems
Probability
2020-03-25 v2
Abstract
It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space components, it is possible to construct a scale invariant stochastic process. We study its distribution and paths properties. In particular, we show that it is c\`adl\`ag and has finite total variation. We also provide examples and analyse various properties of particular sieved iterative function systems including perpetuities and infinite Bernoulli convolutions, iterations of maximum, and random continued fractions.
Cite
@article{arxiv.1904.13292,
title = {Sieving random iterative function systems},
author = {Alexander Marynych and Ilya Molchanov},
journal= {arXiv preprint arXiv:1904.13292},
year = {2020}
}
Comments
36 pages, 2 figures; accepted for publication in Bernoulli