CONTRACTIVE MARKOV SYSTEMS

DOI10.1112/S0024610704006088MaRDI QIDQ4673208zbMATH OpenOpenAlexFDO

Authors Ivan Werner

Publication date 29 April 2005

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0503633

zbMATH Keywords

attractive measureinvariant probability measure

Mathematics Subject Classification ID

Fractals (28A80) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a generating communication class of such a system is introduced, which includes every communication class if the system has a finite Markov partition. It is shown that the ergodic decomposition of an equilibrium state associated with such a system is purely atomic and can be exhaustively described using the generating communication classes if the system satisfies an absolute continuity condition (ACC). In such a case, each invariant Borel probability measure which is an image of an ergodic component of an equilibrium state under the coding map can be obtained by a random walk starting at any point in the corresponding generating communication class. As a by-product, a practical method for a computation of the entropy of the equilibrium states is obtained. Finally, it is shown that such a non-degenerate system satisfying the ACC which in addition has a dominating Markov chain and a finite (20) has a unique invariant Borel probability measure if and only if it has a single generating communication class. Some sufficient conditions for the ACC are provided.

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Cited in

(34)

• Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
• A criterion on asymptotic stability for partially equicontinuous Markov operators
• Invariant measures of Markov operators associated to iterated function systems consisting of -max-contractions with probabilities
• Contractive Markov system with constant probabilities
• Tilings from graph directed iterated function systems
• Continuous random dynamical systems
• Exponential convergence for Markov systems
• On single-matrix graph-directed iterated function systems
• An application of Edelstein's contraction principle: the attractor of a graph-directed generalized iterated function system
• Law of large numbers for random dynamical systems
• Stability of iterated function systems on the circle
• Strong law of large numbers for continuous random dynamical systems
• Dimension of invariant measures for continuous random dynamical systems
• Coding map for a contractive Markov system
• The central limit theorem for random dynamical systems
• Invariant measures whose supports possess the strong open set property
• A contractive property in finite state Markov chains
• A new class of markov processes for image encoding
• The Hausdorff dimension of invariant measures for random dynamical systems
• Ergodic theorem for contractive Markov systems
• Equilibrium states and invariant measures for random dynamical systems
• Contractive Systems with Inputs
• The Strassen invariance principle for certain non-stationary Markov-Feller chains
• A fractal triangle arising in the AIMD dynamics
• (In)homogeneous invariant compact convex sets of probability measures
• Random iteration with place dependent probabilities
• Transfer operators for contractive Markov systems and stochastic stability of the invariant measure
• An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems
• Equicontinuity and Stability Properties of Markov Chains Arising from Iterated Function Systems on Polish Spaces
• On iterated function systems with place-dependent probabilities
• The generalized Markov measure as an equilibrium state
• On the ergodic control of ensembles
• Fourier transforms and iterated function systems
• On the Hausdorff dimension of invariant measures of weakly contracting on average measurable IFS

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