Iterated Random Functions
- 1 January 1999
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Review
- Vol. 41 (1) , 45-76
- https://doi.org/10.1137/s0036144598338446
Abstract
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
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