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arXiv · 2304.04657

On the strong stability of ergodic iterations

László Györfi·Attila Lovas·Miklós Rásonyi
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Abstract

We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for any other initialization, the difference between the two processes converges to zero almost surely. Under some mild conditions on the corresponding recursive map, without any condition on the driving sequence, we show the strong stability of iterations. Several applications are surveyed such as generalized autoregression and queuing. Furthermore, new results are deduced for Langevin-type iterations with dependent noise and for multitype branching processes.

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László Györfi, Attila Lovas, Miklós Rásonyi. 2023-04-10. On the strong stability of ergodic iterations. https://arxiv.org/abs/2304.04657

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