Marches de Markov sur le semi-groupe des contractions de R^ d. Cas de la marche aléatoire à pas markoviens sur (R^+)^ d avec chocs élastiques sur les axes. (Markov walk on the R^ d contractions semigroup.
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.
- Publication:4733202
- scientific article; zbMATH DE number 4028493
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