pith. sign in

arxiv: 1107.0707 · v3 · pith:EOSFFMQPnew · submitted 2011-07-04 · 🧮 math.PR · math.DS

Random iteration with place dependent probabilities

classification 🧮 math.PR math.DS
keywords thetarandomdependentdifferentiterationplaceprobabilitiesaffine
0
0 comments X
read the original abstract

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

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.