A note on a theorem of Karlin

Örjan Stenflo

Statistics & Probability Letters, 2001, vol. 54, issue 2, 183-187

Abstract: We give an example of place-dependent random iterations with two affine contractions on the unit interval generating a Markov chain with more than one stationary probability measure. The probability function is continuous and strictly positive. This constitutes a counterexample to a conjecture raised by an incomplete proof by Karlin (Pacific J. Math. 3 (1953) 725-756).

Keywords: Iterated; Function; Systems; (IFS); Random; systems; with; complete; connections; Markov; chains; Invariant; measures; Stationary; measures; g-measures (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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