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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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Lenguaje: | eng |
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2005
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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 |
record_format | invenio |
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 |