Random dynamical systems: a review

This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps. Copyright Springer-Verlag Berlin/Heidelberg 2003

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Year of publication:	2003
Authors:	Bhattacharya, Rabi ; Majumdar, Mukul
Published in:	Economic Theory. - Springer. - Vol. 23.2003, 1, p. 13-38
Publisher:	Springer
Subject:	Random dynamical systems \| Stability \| Splitting \| Contractions \| Stochastic growth \| Time series \| Estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005155392