Eigenstructure and iterates for uniquely ergodic Kantorovich modifications of operators. II (Q2055404): Difference between revisions

The authors study iterates of certain Markov operators on \(C[0,1].\) They provide new sufficient conditions under which a Markov operator is uniquely ergodic. In other words, it admits a unique invariant probability measure. They reduce the determination of the invariant measure to solving an algebraic system of linear equations, the proof being based on properties of stochastic matrices. They study the eigenstructure of these Markov operators and illustrate the general results giving a concrete example. An interesting article!