Iterated Piecewise-Stationary Random Functions

2019/09/22 by Ramen Ghosh, Jakub Mareček, Ghosh, Ramen +3 · 1 citation
Mathematics · #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Multiagent Systems (cs.MA) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and statistical mechanics #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.1909.10093

openalex publication_date 2019/09/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Within the study of uncertain dynamical systems, iterated random functions are a key tool. There, one samples a family of functions according to a stationary distribution. Here, we introduce an extension, where one sample functions according to a time-varying distribution over the family of functions. For such iterated piecewise-stationary random functions on Polish spaces, we prove a number of results, including a bound on the tracking error.

Citations

• Multiple Lyapunov functions and other analysis tools for switched and hybrid systems

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