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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 388–397
DOI: https://doi.org/10.4213/tvp3671
(Mi tvp3671)
 

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

Contractivity and ergodicity of the random map $x\mapsto|x-\theta|$

J. C. Mattingly

Department of Mathematics, Stanford University
Abstract: The long time behavior of the random map $x_n\mapsto x_{n+1}= |x_n-\theta_n|$ is studied under various assumptions on the distribution of the $\theta_n$. One of the interesting features of this random dynamical system is that for a single fixed deterministic $\theta$ the map is not a contraction, while the composition is almost surely a contraction if $\theta$ is chosen randomly with only mild assumptions on the distribution of the $\theta$'s. The system is useful as an explicit model where more abstract ideas can be explored concretely. We explore various measures of convergence rates, hyperbolically from randomness, and the structure of the random attractor.
Keywords: random dynamical systems, random attractors, random fix points, mixing, ergodicity.
Received: 22.11.2001
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 333–343
DOI: https://doi.org/10.1137/S0040585X97979767
Bibliographic databases:
Document Type: Article
Language: English
Citation: J. C. Mattingly, “Contractivity and ergodicity of the random map $x\mapsto|x-\theta|$”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 388–397; Theory Probab. Appl., 47:2 (2003), 333–343
Citation in format AMSBIB
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\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 2
\pages 333--343
\crossref{https://doi.org/10.1137/S0040585X97979767}
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  • https://www.mathnet.ru/eng/tvp3671
  • https://doi.org/10.4213/tvp3671
  • https://www.mathnet.ru/eng/tvp/v47/i2/p388
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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