Random iterates of monotone maps

In this paper we prove the existence,uniqueness and stability of the invariant distribution of a random dynamical system in which the admissible family of laws of motion consists of monotone maps from a closed subset of a finite dimensional Euclidean space into itself.

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Year of publication:	2008
Authors:	Bhattacharya, Rabi ; Majumdar, Mukul
Publisher:	Ithaca, NY : Cornell University, Center for Analytical Economics (CAE)
Subject:	Dynamisches Modell \| Markovscher Prozess \| Dynamische Optimierung \| Theorie

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Series:	CAE Working Paper ; 08-08
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	593221494 [GVK] hdl:10419/70466 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010292083