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On beta distributed limits of iterated linear random functions.
- Source :
-
Statistics & Probability Letters . Aug2017, Vol. 127, p33-41. 9p. - Publication Year :
- 2017
-
Abstract
- We consider several special cases of iterations of random i.i.d. linear functions with beta distributed fixed points. When iterated in a backward direction we obtain a nested interval scheme, whilst the forward direction generates an ergodic Markov chain. Our approach involves relating the random equation satisfied by the beta distributed fixed point to a random equation with a gamma distributed fixed point. The paper extends many results available in the existing literature. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 127
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 123866830
- Full Text :
- https://doi.org/10.1016/j.spl.2017.03.021