Approximation of Absolutely Continuous Invariant Measures for Markov Switching Position Dependent Random Maps

نویسندگان

  • Md. Shafiqul Islam
  • Pawel Góra
  • Abraham Boyarsky
  • Md. S. Islam
  • P. Góra
  • A. Boyarsky
چکیده

A Markov switching position dependent random map is a random map of a finite number of measurable transformations where the probability of switching from one transformation to another is controlled by a position dependent irreducible stochastic matrix W . Existence of absolutely continuous invariant measures (acim) for a Markov switching position dependent random map was proved in [1] using spectral properties of Frobenius-Perron operator and geometric conditions respectively. In this note, we present a bounded variation proof for the existence of absolutely continuous invariant measures and we describe a method of approximating the invariant measures for Markov switching position dependent random maps. The method is known as Ulam’s method. AMS Subject Classification: 37M25

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تاریخ انتشار 2011