Representation of Markov chains by random maps: existence and regularity conditions

DOI10.1007/s00526-015-0878-2zbMath1352.37064arXiv1207.5003OpenAlexW1655392288MaRDI QIDQ889724

Martin Kell, Christian S. Rodrigues, Juergen Jost

Publication date: 9 November 2015

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5003

zbMATH Keywords

Markov chainsprobability measuresoptimal transportrandom mapsLegendre transforms

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Optimality conditions for problems involving randomness (49K45) Transition functions, generators and resolvents (60J35)

Related Items (5)

Random quantum maps and their associated quantum Markov chains ⋮ Historic behaviour for nonautonomous contraction mappings ⋮ Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency ⋮ Lyapunov exponents for random maps ⋮ Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces

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