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arXiv 0907.3372math.DSmath.PR
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一类马氏过程的SRB测度

SRB Measures For Certain Markov Processes

Wael Bahsoun, Pawel Gora

摘要:

研究了迭代函数系统(IFS)生成的马尔可夫过程. IFS的组成映射是区间的单调变换。我们首先得到了IFS的SRB(Sinai-Ruelle-Bowen)测度数的上界.然后,当所有的组成映射在0和1有公共不动点时,给出了遍历不变测度$δ_0$和$δ_1$的性质分析定理.特别地,给出了$δ_0$和/或$δ_1$是或不是SRB测度的充分条件。我们应用我们的一些结果,资产市场的游戏。

英文摘要:

We study Markov processes generated by iterated function systems (IFS). The constituent maps of the IFS are monotonic transformations of the interval. We first obtain an upper bound on the number of SRB (Sinai-Ruelle-Bowen) measures for the IFS. Then, when all the constituent maps have common fixed points at 0 and 1, theorems are given to analyze properties of the ergodic invariant measures $δ_0$ and $δ_1$. In particular, sufficient conditions for $δ_0$ and/or $δ_1$ to be, or not to be, SRB measures are given. We apply some of our results to asset market games.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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