Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
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.
Series
LiTH-MAT-R, ISSN 0348-2960 ; 2015:11
Keyword [en]
functions of Markov chains, synchronisation, convergence in distribution, random dynamical systems
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-121465ISRN: LiTH-MAT-R--2015/11--SEOAI: oai:DiVA.org:liu-121465DiVA: diva2:855946
Available from: 2015-09-22 Created: 2015-09-21 Last updated: 2016-11-24Bibliographically approved

Open Access in DiVA

Contraction Theorem for Markov Chains on General State Spaces(457 kB)196 downloads
File information
File name FULLTEXT01.pdfFile size 457 kBChecksum SHA-512
b0699ed63f761c0313bdcd47e5f978421ee0bf40ada16ff505e64e35fb730779a0198dfbdb62404e2204e73f356f7060bb841d722fdba2d2e9932ed6069c46f4
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Kaijser, Thomas
By organisation
Mathematics and Applied MathematicsFaculty of Science & Engineering
Mathematics

Search outside of DiVA

GoogleGoogle Scholar
Total: 196 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 390 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf