Stochastic Dynamical Systems with Weak Contractivity Properties I. Strong and Local Contractivity Marc Peigné and Wolfgang Woess with a Chapter Featuring Results of Martin Benda

نویسنده

  • WOLFGANG WOESS
چکیده

Consider a proper metric space X and a sequence (Fn)n≥0 of i.i.d. random continuous mappings X → X. It induces the stochastic dynamical system (SDS) X n = Fn ◦ · · · ◦ F1(x) starting at x ∈ X. In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and complete the unpublished work of Martin Benda on local contractivity, which merits publicity and provides an important tool for studying stochastic iterations. We consider the case when the Fn are contractions and, in particular, discuss recurrence criteria and their sharpness for reflected random walk.

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Stochastic Dynamical Systems with Weak Contractivity Properties Marc Peigné and Wolfgang Woess with a Chapter Featuring Results of Martin Benda

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تاریخ انتشار 2011