Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.750237
Title: Contractive Markov systems
Author: Werner, Ivan
Awarding Body: University of St Andrews
Current Institution: University of St Andrews
Date of Award: 2004
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Abstract:
We introduce a theory of contractive Markov systems (CMS) which provides a unifying framework in so-called "fractal" geometry. It extends the known theory of iterated function systems (IFS) with place dependent probabilities [1][8] in a way that it also covers graph directed constructions of "fractal" sets [18]. Such systems naturally extend finite Markov chains and inherit some of their properties. In Chapter 1, we consider iterations of a Markov system and show that they preserve the essential structure of it. In Chapter 2, we show that the Markov operator defined by such a system has a unique invariant probability measure in the irreducible case and an attractive probability measure in the aperiodic case if the restrictions of the probability functions on their vertex sets are Dini-continuous and bounded away from zero, and the system satisfies a condition of a contractiveness on average. This generalizes a result from [1]. Furthermore, we show that the rate of convergence to the stationary state is exponential in the aperiodic case with constant probabilities and a compact state space. In Chapter 3, we construct a coding map for a contractive Markov system. In Chapter 4, we calculate Kolmogorov-Sinai entropy of the generalized Markov shift. In Chapter 5, we prove an ergodic theorem for Markov chains associated with the contractive Markov systems. It generalizes the ergodic theorem of Elton [8].
Supervisor: Olsen, Lars Sponsor: Engineering and Physical Sciences Research Council (EPSRC)
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.750237  DOI: Not available
Keywords: QA274.7W4 ; Markov processes ; Fractals
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