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Markov chains in random environments and random iterated function systems
Author(s):
Örjan
Stenflo
Journal:
Trans. Amer. Math. Soc.
353
(2001),
3547-3562.
MSC (2000):
Primary 28A80, 37H99, 60F05, 60J05, 60K37;
Secondary 28A78, 60G57, 65C05
Posted:
April 18, 2001
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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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Additional Information:
Örjan
Stenflo
Affiliation:
Department of Mathematics, Umeå University, SE-90187 Umeå, Sweden
Email:
stenflo@math.umu.se
DOI:
10.1090/S0002-9947-01-02798-2
PII:
S 0002-9947(01)02798-2
Keywords:
Iterated Function Systems (IFS),
Markov chains,
pointwise dimension,
random environments,
exact sampling
Received by editor(s):
December 19, 1999
Received by editor(s) in revised form:
October 2, 2000
Posted:
April 18, 2001
Additional Notes:
Supported by the The Royal Swedish Academy of Sciences
Copyright of article:
Copyright
2001,
American Mathematical Society
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