ASYMPTOTICS OF A CLASS OF ITERATED RANDOM MAPS

ASYMPTOTICS OF A CLASS OF ITERATED RANDOM MAPS

In this article S is a topologically complete subspace of $R^{1}$i.e., the relativized topology on S may be metrized so as to make S complete. B(S) is the Borel .sigma.-field of S. For .GAMMA. one takes a set of measurable monotone (increasing or dereasing) functions on S into itself. Make the assumption of pp. There exists $x_{0}$ and a positive integer $n_{0}$ such that (Fig.) It is then shown that there exists a unique inveriant probability to which $p^{(n)}$ (x,dy) converges exponentially fast in a metric (stronger than the Kolmogorov distance); this convergence is uniform for all x .mem. S. This generalizes an earlier result of Bhattacharya and Lee (1988) who considered monotone nondecreasing maps on S.