Random dynamical systems: a review
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- Bhattacharya, R. & Majumdar, M. Economic Theory (2003) 23: 13. doi:10.1007/s00199-003-0357-4
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This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps.