Sieving random iterative function systems. (English) Zbl 1468.60045

Summary: It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space components, it is possible to construct a scale invariant stochastic process. We study its distribution and paths properties. In particular, we show that it is càdlàg and has finite total variation. We also provide examples and analyse various properties of particular sieved iterative function systems including perpetuities and infinite Bernoulli convolutions, iterations of maximum, and random continued fractions.


60G17 Sample path properties
60F17 Functional limit theorems; invariance principles
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