Weak law of large numbers for iterates of random-valued functions

被引:5
作者
Baron, Karol [1 ]
机构
[1] Uniwersytet Slaski, Inst Matematyki, Bankowa 14, PL-40007 Katowice, Poland
关键词
Random-valued functions; Iterates; Weak law of large numbers; Convergence in law; Convergence in probability;
D O I
10.1007/s00010-018-0585-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Given a probability space (Omega, A, P), a complete and separable metric space X with the sigma-algebra B of all its Borel subsets and a B circle times A-measurable f : X x Omega -> X we consider its iterates f(n) defined on X x Omega(N) by f(0) (x, omega) = x and f(n) (x, omega) = f (f(n-1) (x, omega), omega(n)) for n is an element of N and provide a simple criterion for the existence of a probability Borel measure pi on X such that for every x is an element of X and for every Lipschitz and bounded psi : X -> R the sequence (1/n Sigma(n-1)(k=0) psi (f(k)(x, .) ))(n is an element of N) converges in probability to integral(X) psi(y)pi(dy).
引用
收藏
页码:415 / 423
页数:9
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