Iterated Piecewise-Stationary Random Functions
Probability
2019-09-24 v1 Multiagent Systems
Systems and Control
Systems and Control
Optimization and Control
Abstract
Within the study of uncertain dynamical systems, iterated random functions are a key tool. There, one samples a family of functions according to a stationary distribution. Here, we introduce an extension, where one sample functions according to a time-varying distribution over the family of functions. For such iterated piecewise-stationary random functions on Polish spaces, we prove a number of results, including a bound on the tracking error.
Cite
@article{arxiv.1909.10093,
title = {Iterated Piecewise-Stationary Random Functions},
author = {Ramen Ghosh and Jakub Marecek and Robert Shorten},
journal= {arXiv preprint arXiv:1909.10093},
year = {2019}
}