Continuous Dependence in a Problem of Convergence of Random Iteration

Author:

Kapica Rafał,Komorek Dawid

Abstract

AbstractWe 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.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics

Reference31 articles.

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