Continuous Dependence in a Problem of Convergence of Random Iteration

被引:1
|
作者
Kapica, Rafal [1 ]
Komorek, Dawid [1 ]
机构
[1] AGH Univ Sci & Technol, Fac Appl Math, al A Mickiewicza 30, PL-30059 Krakow, Poland
关键词
Random iteration; Markov operator; Invariant measure; Hutchinson distance; Fortet-Mourier distance; Continuous dependence on the given function; Perpetuities; FRACTALS;
D O I
10.1007/s12346-023-00763-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show that an invariant measure of a Markov operator that is contracting in the Hutchison distance, acting on a space of Borel probability measures on a Polish space, depends continuously on the given operator. In addition, we establish an estimate for a distance between invariant measures. Some applications to the weak limit of iterates of random-valued functions (in particular, the so-called random affine maps, occuring, e.g., in perpetuities analysis) are also given.
引用
收藏
页数:19
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