Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151687 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
We consider a Markov chain obtained by random iterations of Lipschitz maps Ti chosen with a probability pi(x) depending on the current position x. We assume this system has a property of “contraction on average”, that is âid(Tix,Tiy)pi(x)<Ïd(x,y) for some Ï<1. In the present note, we study the weak convergence of the empirical process associated to this Markov chain.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Olivier Durieu,