Abstract
We consider the approximation of absolutely continuous invariant measures (ACIMs) of systems defined by random compositions of piecewise monotonic transformations. Convergence of Ulam's finite approximation scheme in the case of a single transformation was dealt with by Li (1976 J. Approx. Theory 17 177-86). We extend Ulam's construction to the situation where a family of piecewise monotonic transformations are composed according to either an iid or Markov law, and prove an analogous convergence result. In addition, we obtain a convergence rate for our approximations to the unique ACIM, and provide rigorous bounds for the L1 error of the Ulam approximation.
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