Nonuniform random transformations

Citation
A. O'Cinneide, C. et V. Pokrovskii, A., Nonuniform random transformations, Annals of applied probability , 10(4), 2000, pp. 1151-1181
ISSN journal
10505164
Volume
10
Issue
4
Year of publication
2000
Pages
1151 - 1181
Database
ACNP
SICI code
Abstract
With a given transformation on a finite domain, we associate a three-dimensional distribution function describing the component size, cycle length and trajectory length of each point in the domain.We then consider a random transformation on the domain, in which images of points are independent and identically distributed. The three-dimensional distribution function associated with this random transformation is itself random. We show that, under a simple homogeneity condition on the distribution of images, and with a suitable scaling, this random distribution function has a limit law as the number of points in the domain tends to .. The proof is based on a Poisson approximation technique for matches in an urn model. The result helps to explain the behavior of computer implementations of chaotic dynamical systems.