Contractive Markov System with Constant Probabilities

Ivan Werner ()
Additional contact information
Ivan Werner: University of St Andrews

Journal of Theoretical Probability, 2005, vol. 18, issue 2, 469-479

Abstract: Abstract In this paper, we give a simple proof that a contractive Markov system Ref. 7 with constant probabilities and a compact state space has a unique stationary initial distribution in an irreducible case and an exponential rate of convergence to the stationary initial distribution in an aperiodic case.

Keywords: Markov processes; iterated function systems; fractals (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10959-005-3514-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:18:y:2005:i:2:d:10.1007_s10959-005-3514-9

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-005-3514-9

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().