Backward iterations of dependent random maps converge under contraction in conditional expectation, yielding stationary ergodic solutions for a broad class of nonlinear autoregressions with exogenous covariates.
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Iterations of dependent random maps and exogeneity in nonlinear dynamics
Backward iterations of dependent random maps converge under contraction in conditional expectation, yielding stationary ergodic solutions for a broad class of nonlinear autoregressions with exogenous covariates.