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.
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