Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action

DOI10.1016/J.SPL.2012.11.033MaRDI QIDQ1950709zbMATH OpenOpenAlexWikidataFDO

Authors Takao Hirayama, Kouji Yano

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.0038, http://hdl.handle.net/2433/168705

zbMATH Keywords

strong solutioninfinite products of random variablesstochastic recursion equation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Generation, random and stochastic difference and differential equations (37H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Abstract: Under the assumption that the infinite product of evolution process converges almost surely, the set of strong solutions are characterized by a compact space, which may be regarded as the set of possible initial states.

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Cited in

(4)

• Stochastic equations on compact groups in discrete negative time
• Around Tsirelson's equation, or: the evolution process may not explain everything
• Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
• Tsirel'son's equation in discrete time

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