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Contractive Markov System with Constant Probabilities

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  • Ivan Werner

    (University of St Andrews)

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.

Suggested Citation

  • Ivan Werner, 2005. "Contractive Markov System with Constant Probabilities," Journal of Theoretical Probability, Springer, vol. 18(2), pages 469-479, April.
    • Handle: RePEc:spr:jotpro:v:18:y:2005:i:2:d:10.1007_s10959-005-3514-9
    DOI: 10.1007/s10959-005-3514-9
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    Cited by:

    1. Barnsley, Louisa F. & Barnsley, Michael F. & Vince, Andrew, 2024. "Tiling iterated function systems," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).

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