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Continuity of invariant measures for families of maps
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    Continuity of invariant measures for families of maps (English)
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    1985
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    Let \(\{\tau_ r\}\) be the family of maps from [0,1] into [0,1] with properties similar to those of \(\tau_ r(x)=rx(1-x),\) \(0\leq r\leq 4\). The limiting behaviour of orbits \(\{\tau^ j_ r(x)\}^{\infty}_{j=1}\) is a complicated and discontinuous function of the parameter r. The stochastic approximation to the difference equation \(x_{n+1}=\tau_ r(x_ n),\) \(x_{n+1}=\tau_ r(x_ n)+W,\) where W is a fixed random variable independent of r and \(x_ n\), is considered. It is shown that this Markov process admits a unique absolutely continuous invariant measure \(\mu_ r\) and, furthermore, that the map \(r\to \mu_ r\) is continuous. Such a result is important in applications, since slight changes in the shape of \(\tau_ r\), no longer cause discontinuous consequences in the limiting behaviour of the system.
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    limiting behaviour of orbits
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    stochastic approximation
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    difference equation
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    Markov process
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    absolutely continuous invariant measure
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