In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities and the operators associated with these processes are studied.
Main features: - an ergodic decomposition which is a "reference system" for dealing with ergodic measures - "formulas" for the supports of invariant probability measures,...
In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These...
The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book.
The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition f...