Markov chains in random environments and random iterated function systems

Stenflo, Örjan

doi:10.1090/S0002-9947-01-02798-2

Markov chains in random environments and random iterated function systems
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Trans. Amer. Math. Soc. 353 (2001), 3547-3562 Request permission

Abstract:

We consider random iterated function systems giving rise to Markov chains in random (stationary) environments. Conditions ensuring unique ergodicity and a “pure type” characterization of the limiting “randomly invariant” probability measure are provided. We also give a dimension formula and an algorithm for simulating exact samples from the limiting probability measure.

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