W-Markov measures, transfer operators, wavelets and multiresolutions

DOI10.1090/CONM/706/14219MaRDI QIDQ4686259zbMATH OpenOpenAlexFDO

Authors Palle Jorgensen, Izchak Lewkowicz, Daniel Alpay

Publication date 9 October 2018

Published in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.07692

zbMATH Keywords

Markov chainstransfer operatorsolenoidwavelet multiresolution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical methods for wavelets (65T60) Discrete-time Markov processes on general state spaces (60J05) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Noncommutative dynamical systems (46L55) Positive linear operators and order-bounded operators (47B65)

Abstract: In a general setting we solve the following inverse problem: Given a positive operators $R$, acting on measurable functions on a fixed measure space $(X,mathcal{B}_X)$, we construct an associated Markov chain. Specifically, starting with a choice of $R$ (the transfer operator), and a probability measure $m{u}_0$ on $(X,mathcal{B}_X)$, we then build an associated Markov chain $T_0,T_1,T_2,ldots$, with these random variables (r.v) realized in a suitable probability space $(Omega,mathcalF,mathbbP)$, and each r.v. taking values in $X$, and with $T_0$ having the probability $m{u}_0$ as law. We further show how spectral data for $R$, e.g., the presence of $R$-harmonic functions, propagate to the Markov chain. Conversely, in a general setting, we show that every Markov chain is determined by its transfer operator. In a range of examples we put this correspondence into practical terms: $(i)$ iterated function systems (IFS), $(ii)$ wavelet multiresolution constructions, and $(iii)$ IFSs with random control.

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