


Paper Title:
On the Convergence in Law of Iterates of RandomValued Functions
Author(s):
Karol Baron
Uniwersytet
Śląski,
Instytut Matematyki
Bankowa 14,
PL40007 Katowice,
Poland
baron@us.edu.pl
Abstract:
Given a probability space (Ω, A, P) a separable and complete metric space X with the σalgebra B of all its Borel subsets and a B A measurable f : X * Ω → X we consider its iterates f^{n}, n N, defined on X * Ω^{N} by f^{1}(x,ω) = f(x,ω_{1}) and f^{n+1}(x,ω)=f(f^{n}(x,ω),ω_{n+1}), provide a simple criterion for the convergence in law of f^{n}(x,·))_{ n N}, to a random variable independent of x X , and apply this criterion to linear functional equations in a single variable.
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