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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 2, Pages 388–397 (Mi tvp3671)

This article is cited 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

Language: English

DOI: 10.4213/tvp3671


 English version:
Theory of Probability and its Applications, 2003, 47:2, 333–343

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