CONTRACTIVE MARKOV SYSTEMS

DOI10.1112/S0024610704006088zbMATH Open1071.60064arXivmath/0503633OpenAlexW1981501251MaRDI QIDQ4673208FDOQ4673208

Authors: Ivan Werner 

Publication date: 29 April 2005

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Abstract: Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a generating communication class of such a system is introduced, which includes every communication class if the system has a finite Markov partition. It is shown that the ergodic decomposition of an equilibrium state associated with such a system is purely atomic and can be exhaustively described using the generating communication classes if the system satisfies an absolute continuity condition (ACC). In such a case, each invariant Borel probability measure which is an image of an ergodic component of an equilibrium state under the coding map can be obtained by a random walk starting at any point in the corresponding generating communication class. As a by-product, a practical method for a computation of the entropy of the equilibrium states is obtained. Finally, it is shown that such a non-degenerate system satisfying the ACC which in addition has a dominating Markov chain and a finite (20) has a unique invariant Borel probability measure if and only if it has a single generating communication class. Some sufficient conditions for the ACC are provided.

Full work available at URL: https://arxiv.org/abs/math/0503633

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zbMATH Keywords

invariant probability measureattractive measure

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Fractals (28A80) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cited In (33)

• Stability of iterated function systems on the circle
• An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems
• Ergodic theorem for contractive Markov systems
• Random iteration with place dependent probabilities
• Law of large numbers for random dynamical systems
• Dimension of invariant measures for continuous random dynamical systems
• Strong law of large numbers for continuous random dynamical systems
• The central limit theorem for random dynamical systems
• A criterion on asymptotic stability for partially equicontinuous Markov operators
• The Hausdorff dimension of invariant measures for random dynamical systems
• Tilings from graph directed iterated function systems
• (In)homogeneous invariant compact convex sets of probability measures
• Coding map for a contractive Markov system
• A fractal triangle arising in the AIMD dynamics
• Invariant measures of Markov operators associated to iterated function systems consisting of \(\varphi\)-max-contractions with probabilities
• Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
• Contractive Systems with Inputs
• On the Hausdorff dimension of invariant measures of weakly contracting on average measurable IFS
• Transfer operators for contractive Markov systems and stochastic stability of the invariant measure
• Contractive Markov system with constant probabilities
• Continuous random dynamical systems
• The Strassen invariance principle for certain non-stationary Markov-Feller chains
• Equilibrium states and invariant measures for random dynamical systems
• On single-matrix graph-directed iterated function systems
• Exponential convergence for Markov systems
• On iterated function systems with place-dependent probabilities
• Invariant measures whose supports possess the strong open set property
• On the ergodic control of ensembles
• The generalized Markov measure as an equilibrium state
• An application of Edelstein's contraction principle: the attractor of a graph-directed generalized iterated function system
• A new class of markov processes for image encoding
• Equicontinuity and Stability Properties of Markov Chains Arising from Iterated Function Systems on Polish Spaces
• A contractive property in finite state Markov chains

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