Strong law of large numbers for iterates of some random-valued functions (Q2073930)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Strong law of large numbers for iterates of some random-valued functions
scientific article

    Statements

    Strong law of large numbers for iterates of some random-valued functions (English)
    0 references
    0 references
    0 references
    3 February 2022
    0 references
    Let \((\Omega,\mathcal{A},P)\) be a probability space and \(X\) a compact metric space. Let \(f: X \times \Omega \to X\) be a function which is measurable and contractive in mean. The authors consider the sequence of iterates, \[ f^n(x,\omega) = f (f^{n-1}(x,\omega),\omega_n), \qquad (x,\omega) \in X \times \Omega^{\mathbb{N}}, \] and its weak limit \(\pi\). They prove that (under some technical assumptions) the averages \[ \frac{1}{n} \sum_{k=1}^n \psi(f^k(x,\cdot)) \] converge almost surely to \[ \int_X \psi ~d\pi, \] for every continuous function \(\psi: X \to \mathbb{R}\) and every \(x \in X\). In the last section of the paper, an application to random affine maps is given. The research in the present paper takes a particular topic from the papers [Aust. J. Math. Anal. Appl. 6, No. 1, Article 3, 9 p. (2009; Zbl 1176.26003); Aequationes Math. 93, No. 2, 415--423 (2019; Zbl 1451.60030)] of the first author.
    0 references
    random-valued functions
    0 references
    strong law of large numbers
    0 references
    convergence in law
    0 references
    almost sure convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references