Random iteration and Markov operators

被引:9
|
作者
Kapica, Rafal [1 ]
机构
[1] Silesian Univ, Inst Math, PL-40007 Katowice, Poland
关键词
Random-valued functions; random iteration; Markov operators; asymptotic stability; linear iterative equations; DIFFERENCE EQUATION; PERPETUITIES; VARIABLES;
D O I
10.1080/10236198.2015.1083017
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Assume that (Omega, A, P) is a probability space and X is a metric space. Given a product measurable function f : X x Omega -> X, we examine connections between the iterates f(n) : X x Omega(N) -> X (in the sense of K. Baron and M. Kuczma, Colloq. Math. 37 (1977), 263-269) of f and the Markov operator P with adjoint P* of the form P* phi(x) = integral(Omega)phi(f (x,omega)) P(d omega). Moreover, some results concerning the existence and the uniqueness of solutions phi : X -> R of the equation P* phi = phi will be also presented.
引用
收藏
页码:295 / 305
页数:11
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