Srb Measures for Certain Markov Processes

نویسنده

  • WAEL BAHSOUN
چکیده

We study Markov processes generated by iterated function systems (IFS). The constituent maps of the IFS are monotonic transformations of the interval with common fixed points at 0 and 1. We first obtain an upper bound on the number of SRB (Sinai-Ruelle-Bowen) measures for the IFS. Then theorems are given to analyze properties of the ergodic invariant measures δ0 and δ1. In particular, sufficient conditions for δ0 and/or δ1 to be SRB measures are given. We apply our results to asset market games.

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تاریخ انتشار 2009