the Convergence in Law of Iterates of Random-Valued Functions
On the Convergence in Law of Iterates of Random-Valued Functions
UniwersytetŚląski, Instytut Matematyki
Given a probability space (Ω, A, P) a separable and complete metric space X with the σ-algebra B of all its Borel subsets and a B A -measurable f : X * Ω → X we consider its iterates fn, n N, defined on X * ΩN by f1(x,ω) = f(x,ω1) and fn+1(x,ω)=f(fn(x,ω),ωn+1), provide a simple criterion for the convergence in law of fn(x,·)) n N, to a random variable independent of x X , and apply this criterion to linear functional equations in a single variable.
Full Text PDF: