Convergence in Law of Iterates of Weakly Contractive in Mean Random-Valued Functions

Abstract

We investigate the asymptotic behaviour of the sequence of forward type iterations of a given random-valued vector function on the state space being a separable and complete metric space. Assuming non-linear contraction in mean we prove that the considered sequence converges weakly to a random variable with a finite first moment and independent of the initial state. Moreover, we show that the speed of this convergence does not have to be geometric. We also present examples illustrating the result obtained.