Dipartimento di Matematica, Sapienza Università di Roma
Martedì 15 novembre
Ore 14:00, Aula di Consiglio
Seminario di Probabilità e Statistica Matematica
Random dynamical systems: contraction and recurrence propertie
Marc Peigné, Université de Tours Abstract: Consider a proper metric space X and a sequence (Fn) of i.i.d. random continuous mappings X → 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.
Tutti gli interessati sono invitati a partecipare.
Per qualsiasi richiesta di informazione scrivere a piccioni@mat.uniroma1.it