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A Contraction Theorem for Markov Chains on General State Spaces
Linköping University, Department of Mathematics, Mathematics and Applied Mathematics. Linköping University, Faculty of Science & Engineering.
2015 (English)Report (Other academic)
Abstract [en]

Let {X(n), n=0,1,2,...} denote a Markov chain on a general state space and let f be a nonnegative function. The purpose of this paper is to present conditions which will imply that f(X(n)) tends to 0 a.s., as n tends to infinity. As an application we obtain a result on "synchronisation for random dynamical systems". At the end of the paper we also present a result on  "convergence in distribution" for random dynamical system on complete, separable, metric spaces, a result, which is a generalisation of  a similar result for random dynamical systems on compact, metric spaces.

Place, publisher, year, edition, pages
Linköping University Electronic Press, 2015. , 17 p.
LiTH-MAT-R, ISSN 0348-2960 ; 2015:11
Keyword [en]
functions of Markov chains, synchronisation, convergence in distribution, random dynamical systems
National Category
URN: urn:nbn:se:liu:diva-121465ISBN: LiTH-MAT-R--2015/11--SEOAI: diva2:855946
Available from: 2015-09-22 Created: 2015-09-21 Last updated: 2015-09-23Bibliographically approved

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Kaijser, Thomas
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Mathematics and Applied MathematicsFaculty of Science & Engineering

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