Ergodic properties of Markov maps in \(R^ d\) (Q756863)

For domains \(I\subset {\mathbb{R}}^ d\) (bounded or not) the notion of a Markov map from I into itself is developed. It is shown that under a condition of Rényi type and the assumption that the map \(\phi\) is Markov, any probability density tends in \(L^ 1\)-norm to a unique invariant measure under the action of the Perron-Frobenius oprator \(P_{\phi}\). The smoothness and ergodic properties of that invariant measure are studied. The paper generalizes results of \textit{A. Lasota} and \textit{J. A. Yorke} [Trans. Am. Math. Soc. 186 (1973), 481-488 (1974; Zbl 0298.28015) and ibid. 273, 375-384 (1982; Zbl 0524.28021)] from dimension one to higher dimension.