Iterated random maps and some classes of Markov processes

Rabi Bhattacharya, Edward C. Waymire

Research output: Contribution to journalReview articlepeer-review

4 Scopus citations

Abstract

After i.i.d. sequences of random variables, one is hard pressed to identify a structure with a more pervasive role in the theory and applications of probability than that of discrete parameter Markov processes. While the historical development is rich in concepts and techniques, efforts to complete the law of large numbers and central limit theory for Markov processes continue down fascinating pathways. In this article we present a contemporary survey of some of the main historical developments on these benchmark problems up through some state of the art theory and methods.

Original languageEnglish (US)
Pages (from-to)145-170
Number of pages26
JournalHandbook of Statistics
Volume19
DOIs
StatePublished - Dec 1 2001

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

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