English

Random iteration with place dependent probabilities

Probability 2017-02-14 v3 Dynamical Systems

Abstract

Markov chains arising from random iteration of functions Sθ:XXS_{\theta}:X\to X, θΘ\theta \in \Theta, where XX is a Polish space and Θ\Theta is arbitrary set of indices are considerd. At xXx\in X, θ\theta is sampled from distribution θx\theta_x on Θ\Theta and θx\theta_x are different for different xx. Exponential convergence to a unique invariant measure is proved. This result is applied to case of random affine transformations on Rd{\mathbb R}^d giving existence of exponentially attractive perpetuities with place dependent probabilities.

Keywords

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

R2 v1 2026-06-21T18:31:55.546Z