An L 2 Convergence Theorem for Random Aane Mappings

نویسنده

  • Robert M. Burton
چکیده

We consider the composition of random i.i.d. aane maps of a Hilbert space to itself. We show convergence of the n'th composition in the Wasserstein metric via a contraction argument. The contraction condition involves the operator norm of the expectation of a bilinear form. This is contrasted with the usual contraction condition of a negative Lyapunov exponent. Our condition is stronger but easier to check. In addition, our condition allows us to conclude convergence of second moments as well as convergence of distributions.

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تاریخ انتشار 1999