Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
type: Item
instance of: scholarly article
title: Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
zbMATH Open document ID: 0653.60057
author: Stephen Demko
author: Michael F. Barnsley
author: John H. Elton
author: Jeffrey S. Geronimo
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1988-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77331
review text: Consider a discrete-time Markov process on a locally compact metric space X obtained by randomly iterating Lipschitz maps \(w_ 1,...,w_ N\); the probability \(p_ i(x)\) of choosing map \(w_ i\) at each step is allowed to depend on the current position x. Assume sets of finite diameter in X are relatively compact. It is shown that if the maps are average- contractive, i.e., \[ \sum^{N}_{i=1}p_ i(x)\log (d(w_ ix,w_ iy)/d(x,y))<0 \] uniformly in x and y, and if the \(p_ i's\) are bounded away from zero and satisfy a Dini-type continuity condition (weaker than Hölder-continuity), then the process converges in distribution to a unique invariant measure. Also discussed are Perron-Frobenius theory and primitive weakly almost- periodic Markov operators, discontinuous maps, Julia sets, and running dynamical systems backwards.
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J35
zbMATH DE Number: 4066064
zbMATH Keywords: invariant measures
zbMATH Keywords: discrete-time Markov process
zbMATH Keywords: Perron-Frobenius theory
zbMATH Keywords: weakly almost-periodic Markov operators
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 4066064