Invariant densities of random maps have lower bounds on their supports

DOI10.1155/JAMSA/2006/79175MaRDI QIDQ995843zbMATH OpenFDO

Authors M. S. Islam, Paweł Góra, Abraham Boyarsky

Publication date 10 September 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/53380

zbMATH Keywords

asymptotic propertiesexpandingPelikan's conditionrandom discrete-time dynamical system

Mathematics Subject Classification ID

Dynamical aspects of measure-preserving transformations (37A05) Generation, random and stochastic difference and differential equations (37H10) Discrete-time Markov processes on general state spaces (60J05)

Review text

Summary: A random map is a discrete-time dynamical system in which one of a number of transformations is randomly selected and applied at each iteration of the process. The asymptotic properties of a random map are described by its invariant densities. If Pelikan's average expanding condition is satisfied, then the random map has invariant densities. For individual maps, piecewise expanding is sufficient to establish many important properties of the invariant densities, in particular, the fact that the densities are bounded away from 0 on their supports. It is of interest to see if this property is transferred to random maps satisfying Pelikan's condition. We show that if all the maps constituting the random map are piecewise expanding, then the same result is true. However, if one or more of the maps are not expanding, this may not be true: we present an example where Pelikan's condition is satisfied, but not all the maps are piecewise expanding, and show that the invariant density is not separated from~0.

Recommendations

• Smoothness of density for random maps
• Invariant Densities for Random Maps of the Interval
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Cites work

• Absolutely continuous invariant measures for random maps with position dependent probabilities
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Cited in

(4)

• Invariant densities for random systems of the interval
• Smoothness of density for random maps
• Uniqueness of Invariant Densities for Certain Random Maps of The Interval
• Invariant densities for random \(\beta\)-expansions

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