Approximation of Invariant Measures for Random Iterations
نویسندگان
چکیده
منابع مشابه
⋆-Scale invariant random measures
In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with infinitely divisible weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and uniqueness of measures satisfying the aforementioned continuous equation. We obtain an explicit characterization of the structure of these measures, which ref...
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We consider finite-state Markov chains driven by a P-stationary ergodic invertible process σ : Ω → Ω, representing a random environment. For a given initial condition ω ∈ Ω, the driven Markov chain evolves according to A(ω)A(σω) · · ·A(σn−1), where A : Ω → Md is a measurable d × d stochastic matrix-valued function. The driven Markov chain possesses P-a.e. a measurable family of probability vect...
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In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with lognormal weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and uniqueness of measures satisfying the aforementioned continuous equation; these measures fall under the scope of the Gaussian multiplicative chaos theory developed by J....
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We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of Rn and converges locally cubically to the invariant subspaces of a symmetric matrix. This iteration is compared in terms of numerical cost and global behavior with three other methods that display the same property of cubic convergence. Moreover, we consider heuristics that greatly improve the global be...
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ژورنال
عنوان ژورنال: Rocky Mountain Journal of Mathematics
سال: 2006
ISSN: 0035-7596
DOI: 10.1216/rmjm/1181069499