Locally contractive iterated function systems
成果类型:
Article
署名作者:
Steinsaltz, D
署名单位:
University of California System; University of California Berkeley
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1022677556
发表日期:
1999
页码:
1952-1979
关键词:
摘要:
An iterated function system on X subset of Rd is defined by successively applying an i.i.d. sequence of random Lipschitz functions from X to X. This paper shows how F-n = f(1) circle...circle f(n) may converge even in the absence of the strong contraction conditions, for instance, Lipschitz constant smaller than 1 on average, which earlier work has required. Instead, it is posited that there be a region of contraction which compensates for the noncontractive or even expansive part of the functions. Applications to queues, to self-modifying random walks and to random logistic maps are given.