{"title":"具有位置相关概率的随机迭代","authors":"R. Kapica, M. Ślȩczka","doi":"10.37190/0208-4147.40.1.8","DOIUrl":null,"url":null,"abstract":"Markov chains arising from random iteration of functions $S_{\\theta}:X\\to X$, $\\theta \\in \\Theta$, where $X$ is a Polish space and $\\Theta$ is arbitrary set of indices are considerd. At $x\\in X$, $\\theta$ is sampled from distribution $\\theta_x$ on $\\Theta$ and $\\theta_x$ are different for different $x$. Exponential convergence to a unique invariant measure is proved. This result is applied to case of random affine transformations on ${\\mathbb R}^d$ giving existence of exponentially attractive perpetuities with place dependent probabilities.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2011-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"20","resultStr":"{\"title\":\"Random iteration with place dependent probabilities\",\"authors\":\"R. Kapica, M. Ślȩczka\",\"doi\":\"10.37190/0208-4147.40.1.8\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Markov chains arising from random iteration of functions $S_{\\\\theta}:X\\\\to X$, $\\\\theta \\\\in \\\\Theta$, where $X$ is a Polish space and $\\\\Theta$ is arbitrary set of indices are considerd. At $x\\\\in X$, $\\\\theta$ is sampled from distribution $\\\\theta_x$ on $\\\\Theta$ and $\\\\theta_x$ are different for different $x$. Exponential convergence to a unique invariant measure is proved. This result is applied to case of random affine transformations on ${\\\\mathbb R}^d$ giving existence of exponentially attractive perpetuities with place dependent probabilities.\",\"PeriodicalId\":48996,\"journal\":{\"name\":\"Probability and Mathematical Statistics-Poland\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2011-07-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"20\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability and Mathematical Statistics-Poland\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.37190/0208-4147.40.1.8\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.37190/0208-4147.40.1.8","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Random iteration with place dependent probabilities
Markov chains arising from random iteration of functions $S_{\theta}:X\to X$, $\theta \in \Theta$, where $X$ is a Polish space and $\Theta$ is arbitrary set of indices are considerd. At $x\in X$, $\theta$ is sampled from distribution $\theta_x$ on $\Theta$ and $\theta_x$ are different for different $x$. Exponential convergence to a unique invariant measure is proved. This result is applied to case of random affine transformations on ${\mathbb R}^d$ giving existence of exponentially attractive perpetuities with place dependent probabilities.
期刊介绍:
PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.