We give an example of place-dependent random iterations with two affine contractions on the unit interval generating a Markov chain with more than one stationary probability measure. The probability function is continuous and strictly positive. This constitutes a counterexample to a conjecture raised by an incomplete proof by Karlin (Pacific J. Math. 3 (1953) 725-756).Iterated Function Systems (IFS) Random systems with complete connections Markov chains Invariant measures Stationary measures g-measures
Abstract. Let (An, Bn) be a sequence of two-dimensional i.i.d. random variables with values in R+ × ...
Iterated function systems make up an interesting class of stochastic processes which are useful for ...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
Abstract. We consider random iterated function systems giving rise to Markov chains in random (stati...
Let {X(n), n=0,1,2,...} denote a Markov chain on a general state space and let f be a nonnegative fu...
v3- small typos corrected. v2- many small modifications throughout, added a bibliographical section,...
We consider Markov chains in the context of iterated random functions and show the existence and uni...
Let F≡ {f:f:[0, ∞) → [0, ∞), f(0) =0,f continuous,lim <SUB>x↓0</SUB> f...
In this article, we show how ideas, methods and results from optimal transportation can be used to s...
A randommap is a discrete-time dynamical system in which one of a number of transfor-mations is rand...
This thesis consists of four papers. In paper 1, we prove central limit theorems for Markov chains u...
For random compositions of independent and identically distributed measurable maps on a Polish space...
The purpose of this thesis is the study of the asymptotic behaviour of iterated function systems (IF...
18 pagesIn this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary...
We study Markov chains generated by iterated Lipschitz functions systems with possibly place depende...
Abstract. Let (An, Bn) be a sequence of two-dimensional i.i.d. random variables with values in R+ × ...
Iterated function systems make up an interesting class of stochastic processes which are useful for ...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
Abstract. We consider random iterated function systems giving rise to Markov chains in random (stati...
Let {X(n), n=0,1,2,...} denote a Markov chain on a general state space and let f be a nonnegative fu...
v3- small typos corrected. v2- many small modifications throughout, added a bibliographical section,...
We consider Markov chains in the context of iterated random functions and show the existence and uni...
Let F≡ {f:f:[0, ∞) → [0, ∞), f(0) =0,f continuous,lim <SUB>x↓0</SUB> f...
In this article, we show how ideas, methods and results from optimal transportation can be used to s...
A randommap is a discrete-time dynamical system in which one of a number of transfor-mations is rand...
This thesis consists of four papers. In paper 1, we prove central limit theorems for Markov chains u...
For random compositions of independent and identically distributed measurable maps on a Polish space...
The purpose of this thesis is the study of the asymptotic behaviour of iterated function systems (IF...
18 pagesIn this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary...
We study Markov chains generated by iterated Lipschitz functions systems with possibly place depende...
Abstract. Let (An, Bn) be a sequence of two-dimensional i.i.d. random variables with values in R+ × ...
Iterated function systems make up an interesting class of stochastic processes which are useful for ...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...