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math.PR2017★ 1 cited
Iterated function systems with place dependent probabilities and application to the Diaconis-Friedman's chain on [0,1]
Fetima Ladjimi, Marc Peigné
We study Markov chains generated by iterated Lipschitz functions systems with possibly place dependent probabilities. Under general conditions, we prove uniqueness of the invariant…
math.PR2006★ 8 cited
On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda
Marc Peigné, Wolfgang Woess
Let be a sequence of i.i.d. real valued random variables. Reflected random walk is defined recursively by , . In this note,…