Random iteration with place dependent probabilities
Probability
2017-02-14 v3 Dynamical Systems
Abstract
Markov chains arising from random iteration of functions , , where is a Polish space and is arbitrary set of indices are considerd. At , is sampled from distribution on and are different for different . Exponential convergence to a unique invariant measure is proved. This result is applied to case of random affine transformations on giving existence of exponentially attractive perpetuities with place dependent probabilities.
Cite
@article{arxiv.1107.0707,
title = {Random iteration with place dependent probabilities},
author = {R. Kapica and M. Ślęczka},
journal= {arXiv preprint arXiv:1107.0707},
year = {2017}
}
Comments
Revised version