Polynomial Tail Decay for Stationary Measures
Samuel Kittle, Constantin Kogler

TL;DR
This paper demonstrates that stationary measures generated by contracting on average measures exhibit polynomial tail decay on complete metric spaces, providing insights into their asymptotic behavior.
Contribution
It introduces a novel result establishing polynomial tail decay for stationary measures in a broad metric space setting.
Findings
Stationary measures have polynomial tail decay.
Applicable to contracting on average generating measures.
Extends understanding of measure decay in metric spaces.
Abstract
We show on complete metric spaces a polynomial tail decay for stationary measures of contracting on average generating measures.
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Taxonomy
TopicsStochastic processes and financial applications
