2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/74636Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=ε_{n+1}X_n(1-X_n), where ε_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_θ(x)=θx(1-x). Its study is of significance as an important Markov model, with applications to problems of optimization under uncertainty arising in economics. In this article a broad criterion is established for positive Harris recurrence of X_n.Published at http://dx.doi.org/10.1214/105051604000000918 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)Probability60J05 (Primary) 60J20, 37H10. (Secondary)text