1. On the geometric ergodicity for a generalized IFS with probabilities.
- Author
-
Guzik, Grzegorz and Kapica, Rafał
- Subjects
- *
STOCHASTIC difference equations , *PROBABILITY measures , *STOCHASTIC processes , *MARKOV operators , *PROBABILITY theory , *BOREL sets , *DELAY differential equations - Abstract
Main goal of this paper is to formulate possibly simple and easy to verify criteria on existence of the unique attracting probability measure for stochastic process induced by generalized iterated function systems with probabilities (GIFSPs). To do this, we study the long-time behavior of trajectories of Markov-type operators acting on product of spaces of Borel measures on arbitrary Polish space. Precisely, we get the desired geometric rate of convergence of sequences of measures under the action of such operator to the unique distribution in the Hutchinson–Wasserstein distance. We apply the obtained results to study limiting behavior of random trajectories of GIFSPs as well as stochastic difference equations with multiple delays. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF