Stability of Markov processes nonhomogeneous in time

Marta Tyran-Kamińska

Annales Polonici Mathematici (1999)

  • Volume: 71, Issue: 1, page 47-59
  • ISSN: 0066-2216

Abstract

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We study the asymptotic behaviour of discrete time processes which are products of time dependent transformations defined on a complete metric space. Our sufficient condition is applied to products of Markov operators corresponding to stochastically perturbed dynamical systems and fractals.

How to cite

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Marta Tyran-Kamińska. "Stability of Markov processes nonhomogeneous in time." Annales Polonici Mathematici 71.1 (1999): 47-59. <http://eudml.org/doc/262552>.

@article{MartaTyran1999,
abstract = {We study the asymptotic behaviour of discrete time processes which are products of time dependent transformations defined on a complete metric space. Our sufficient condition is applied to products of Markov operators corresponding to stochastically perturbed dynamical systems and fractals.},
author = {Marta Tyran-Kamińska},
journal = {Annales Polonici Mathematici},
keywords = {asymptotic stability; Markov operator; dynamical system; Markov operators acting on measures; stochastically perturbed systems; iterated functions related to fractals},
language = {eng},
number = {1},
pages = {47-59},
title = {Stability of Markov processes nonhomogeneous in time},
url = {http://eudml.org/doc/262552},
volume = {71},
year = {1999},
}

TY - JOUR
AU - Marta Tyran-Kamińska
TI - Stability of Markov processes nonhomogeneous in time
JO - Annales Polonici Mathematici
PY - 1999
VL - 71
IS - 1
SP - 47
EP - 59
AB - We study the asymptotic behaviour of discrete time processes which are products of time dependent transformations defined on a complete metric space. Our sufficient condition is applied to products of Markov operators corresponding to stochastically perturbed dynamical systems and fractals.
LA - eng
KW - asymptotic stability; Markov operator; dynamical system; Markov operators acting on measures; stochastically perturbed systems; iterated functions related to fractals
UR - http://eudml.org/doc/262552
ER -

References

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  1. [1] M. F. Barnsley, Fractals Everywhere, Academic Press, New York, 1988. 
  2. [2] M. F. Barnsley, S. G. Demko, J. H. Elton and J. S. Geronimo, Invariant measures arising from iterated function systems with place dependent probabilities, Ann. Inst. Henri Poincaré 24 (1988), 367-394. Zbl0653.60057
  3. [3] R. Fortet et B. Mourier, Convergence de la répartition empirique vers la répartition théorétique, Ann. Sci. École Norm. Sup. 70 (1953), 267-285. Zbl0053.09601
  4. [4] K. Horbacz, Dynamical systems with multiplicative perturbations: the strong convergence of measures, Ann. Polon. Math. 58 (1993), 85-93. Zbl0782.47007
  5. [5] J. Hutchinson, Fractals and self-similarity, Indiana Univ. Math. J. 30 (1981), 713-747. Zbl0598.28011
  6. [6] A. Lasota, From fractals to stochastic differential equations, in: Chaos - The Interplay Between Stochastic and Deterministic Behaviour (Karpacz '95), Lecture Notes in Phys. 457, Springer, 1995, 235-255. 
  7. [7] A. Lasota and M. C. Mackey, Chaos, Fractals, and Noise-Stochastic Aspects of Dynamics, Springer, 1994. Zbl0784.58005
  8. [8] A. Lasota and M. C. Mackey, Stochastic perturbation of dynamical systems: the weak convergence of measures, J. Math. Anal. Appl. 138 (1989), 232-248. Zbl0668.93081
  9. [9] A. Lasota and J. Yorke, Lower bound technique for Markov operators and iterated function systems, Random Comput. Dynam. 2 (1994), 41-77. Zbl0804.47033
  10. [10] K. Łoskot and R. Rudnicki, Limit theorems for stochastically perturbed dynamical systems, J. Appl. Probab. 32 (1995), 459-469. Zbl0829.60057
  11. [11] K. Oczkowicz, Asymptotic stability of Markov operators corresponding to the dynamical systems with multiplicative perturbations, Ann. Math. Sil. 7 (1993), 99-108. Zbl0804.58030

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