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dc.contributor.authorHadjiloucas, Demetris
dc.creatorHadjiloucas, Demetris
dc.date.accessioned2018-11-02T12:44:56Z
dc.date.available2018-11-02T12:44:56Z
dc.date.issued2007-01-01
dc.identifierSCOPUS_ID:34247162122
dc.identifier.issn10780947
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=34247162122&origin=inward
dc.identifier.urihttps://repo.euc.ac.cy/handle/123456789/692
dc.description.abstractWe prove weak ergodicity theorems for non - homogeneous Markov chains {XV}V≥0 taking values in a finite state space S = {1, ⋯, n} for which the family of transition matrices {g(x)} xεX is generated from some underlying topological or measurable dynamical system f : X → X. Using the projective metric of Hubert on 5 = {(x1,⋯, xn) ε ℝn : x i ≥ 0, x1 + ⋯+ xn = 1}, the space of distributions, we form the skew-product T: X × S → X × S defined by T(x,p) = (f(x),g(x)p) and show that, for continuous g positive on some set, weak ergodicity for such processes is a result of the existence of a map γ : X → S whose graph is attracting and invariant under T. Some results on random compositions of non-expansive maps are obtained on the way.
dc.relation.ispartofDiscrete and Continuous Dynamical Systems
dc.titleStochastic matrix-valued cocycles and non-homogeneous markov chains
elsevier.identifier.doi10.3934/dcds.2007.17.731
elsevier.identifier.eid2-s2.0-34247162122
elsevier.identifier.scopusidSCOPUS_ID:34247162122
elsevier.volume17
elsevier.issue.identifier4
elsevier.coverdate2007-01-01
elsevier.coverdisplaydateApril 2007
elsevier.openaccess1
elsevier.openaccessflagtrue
elsevier.aggregationtypeJournal


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