A criterion on asymptotic stability for partially equicontinuous Markov operators

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:128

Article

Czapla, Dawid¹ 

[1] Univ Silesia, Inst Math, Bankowa 14, PL-40007 Katowice, Poland

关键词: Markov chain;    E-property;    Asymptotic stability;    Invariant measure;    Coupling;    Iterated function system;   

DOI  :  10.1016/j.spa.2017.12.006

来源: Elsevier

【 摘 要 】

In this paper, we prove a slight, but practically useful, generalisation of a criterion on asymptotic stability for Markov e-chains by T. Szarek, which is based on the so-called lower bound technique, developed by A. Lasota and J. York. Simultaneously, we present an alternative proof of this theorem using an asymptotic coupling method introduced by M. Hairer. Our main result is illustrated by an application to random iterated function systems, which are not contracting on average. (C) 2018 Elsevier B.V. All rights reserved.

【 授权许可】

Free