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Stability index for products of random transformations
Published online by Cambridge University Press: 01 July 2016
Abstract
The paper considers stability and instability properties of the Markov chain generated by the composition of an i.i.d. sequence of random transformations. The transformations are assumed to be either linear mappings or else mappings which can be well approximated near 0 by linear mappings. The main results concern the risk probabilities that the Markov chain enters or exits certain balls centered at 0. An application is given to the probability of extinction in a model from population dynamics.
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- General Applied Probability
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- Copyright © Applied Probability Trust 1998
Footnotes
Research supported in part by Office of Naval Research contracts N00014-91-J-1526 and N00014-96-1-0413.
Research supported in part by Office of Naval Research contracts N00014-93-1-0936 and N00014-95-1-0793.
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