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Iterated random functions
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DOI：10.1137/S0036144598338446.png)
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Abstract
En 中文
Iterated random functions are used to draw pictures or simulate large Ising models, among other applications. They offer a method for studying the steady state distribution of a Markov chain, and give useful bounds on rates of convergence in a variety of examples. The present paper surveys the field and presents some new examples. There is a simple unifying idea: the iterates of random Lipschitz functions converge if the functions are contracting on the average.
Keywords:
Markov chains
products of random matrices
iterated function systems
coupling from the past