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math.PR2022
Rates of Convergence for Chains of Expansive Markov Operators
Neal Hermer, D. Russell Luke, Anja Sturm
We provide conditions that guarantee local rates of convergence in distribution of iterated random functions that are not nonexpansive mappings in locally compact Hadamard spaces.…
math.OC2022★ 1 cited
Nonexpansive Markov Operators and Random Function Iterations for Stochastic Fixed Point Problems
Neal Hermer, D. Russell Luke, Anja Sturm
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measu…