Almost sure convergence for iterated functions of independent random variables

Citation
Jordan, Jonathan, Almost sure convergence for iterated functions of independent random variables, Annals of applied probability , 12(3), 2002, pp. 985-1000
ISSN journal
10505164
Volume
12
Issue
3
Year of publication
2002
Pages
985 - 1000
Database
ACNP
SICI code
Abstract
We consider a class of probabilistic models obtained by iterating random functions of k random variables. We prove an analogue of the weak law of large numbers and under a symmetry condition we prove a strong law. The symmetry condition is satisfied if the initial random variables are exchangeable. Our results can be used to give stronger results than those previously obtained in the special case where the function is deterministic. Both types of models have applications in physics and in computer science.