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Contractive Markov systems II

In this paper, we continue development of the theory of contractive Markov systems (CMSs) initiated in \cite{Wer1}. We extend some results from \cite{Wer1}, \cite{Wer3}, \cite{Wer5} and \cite{Wer6} to the case of contractive Markov systems with probabilities which have a square summable variation by...

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Autor principal: Werner, I
Lenguaje:eng
Publicado: 2005
Materias:
Acceso en línea:http://cds.cern.ch/record/829756
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author Werner, I
author_facet Werner, I
author_sort Werner, I
collection CERN
description In this paper, we continue development of the theory of contractive Markov systems (CMSs) initiated in \cite{Wer1}. We extend some results from \cite{Wer1}, \cite{Wer3}, \cite{Wer5} and \cite{Wer6} to the case of contractive Markov systems with probabilities which have a square summable variation by using some ideas of A. Johansson and A. Oeberg \cite{JO}. In particular, we show that an irreducible CMS has a unique invariant Borel probability measure if the vertex sets form an open partition of the state space and the restrictions of the probability functions on their vertex sets have a square summable variation and are bounded away from zero.
id cern-829756
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2005
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spelling cern-8297562019-09-30T06:29:59Zhttp://cds.cern.ch/record/829756engWerner, IContractive Markov systems IIMathematical Physics and MathematicsIn this paper, we continue development of the theory of contractive Markov systems (CMSs) initiated in \cite{Wer1}. We extend some results from \cite{Wer1}, \cite{Wer3}, \cite{Wer5} and \cite{Wer6} to the case of contractive Markov systems with probabilities which have a square summable variation by using some ideas of A. Johansson and A. Oeberg \cite{JO}. In particular, we show that an irreducible CMS has a unique invariant Borel probability measure if the vertex sets form an open partition of the state space and the restrictions of the probability functions on their vertex sets have a square summable variation and are bounded away from zero.math.PR/0503633oai:cds.cern.ch:8297562005-03-28
spellingShingle Mathematical Physics and Mathematics
Werner, I
Contractive Markov systems II
title Contractive Markov systems II
title_full Contractive Markov systems II
title_fullStr Contractive Markov systems II
title_full_unstemmed Contractive Markov systems II
title_short Contractive Markov systems II
title_sort contractive markov systems ii
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/829756
work_keys_str_mv AT werneri contractivemarkovsystemsii