Top-level heading

Random dynamical systems: contraction and recurrence properties

Categoria
Seminari di Probabilità
Data e ora inizio evento
Data e ora fine evento
Aula
Sala di Consiglio
Sede

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker

Marc Peigné, Université de Tours, France

ABSTRAC Consider a proper metric space X and a sequence (Fn) of i.i.d. random continuous mappings from X to X. It induces the stochastic dynamical system (SDS) Xn = Fn ∘ ∘ ∘ F1(x) starting at x ∈ X. We study existence and uniqueness of invariant measures, under some assumptions of contraction on the Fn, as well as recurrence and ergodicity of this process. We will consider two main examples: the case where the Fn are affine maps of the real line and the case where Xn is the reflected random walk on the positive real line.