Marches de Markov sur le semi-groupe des contractions de \(\mathbb{R}{}^ d\). Cas de la marche aléatoire à pas markoviens sur (\(\mathbb{R}{}^{+})^ d\) avec chocs élastiques sur les axes. (Markov walk on the \(\mathbb{R}{}^ d\) contractions semigroup. Case of the Markov walk on \((\mathbb{R}{}^ +)^ d\) with elastic collisions on the axes) (Q1190301)
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English | Marches de Markov sur le semi-groupe des contractions de \(\mathbb{R}{}^ d\). Cas de la marche aléatoire à pas markoviens sur (\(\mathbb{R}{}^{+})^ d\) avec chocs élastiques sur les axes. (Markov walk on the \(\mathbb{R}{}^ d\) contractions semigroup. Case of the Markov walk on \((\mathbb{R}{}^ +)^ d\) with elastic collisions on the axes) |
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Marches de Markov sur le semi-groupe des contractions de \(\mathbb{R}{}^ d\). Cas de la marche aléatoire à pas markoviens sur (\(\mathbb{R}{}^{+})^ d\) avec chocs élastiques sur les axes. (Markov walk on the \(\mathbb{R}{}^ d\) contractions semigroup. Case of the Markov walk on \((\mathbb{R}{}^ +)^ d\) with elastic collisions on the axes) (English)
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27 September 1992
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Let \(Q\) be a Markov operator on a locally compact Polish space \(E\), positive recurrent in the sense of Harris, with invariant probability measure \(\pi\), and dual operator \(Q^*\). Let \((X_ n)\) and \((X^*_ n)\) be the canonical chain and the reverse chain, respectively. Let \(f\) be a measurable mapping \(f: E\to S=\{\)contractions of \(\mathbb{R}^ d\}\). It is studied the limiting behavior of \((M_ n(\omega))\) and \((M^*_ n(\omega)a)\), where \[ M_ n(\omega)=M_{n-1}(\omega)\circ f(X_ n(\omega)),\;M^*_ n(\omega)=f(X^*_ n(\omega))\circ M^*_{n- 1}(\omega),\;M_ 0(\omega)=M^*_ 0(\omega)=f(X_ 0(\omega)). \] Under some technical conditions, both \((M_ na)\) and \((M^*_ na)\) will converge, whatever \(a\in\mathbb{R}^ d\) may be. The results are applied to random walk on \(\mathbb{R}^ d\) with elastic collisions on the axes.
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Markov operator
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positive recurrent in the sense of Harris
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invariant probability
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contractions
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random walk
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elastic collisions
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