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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