Fundamental Markov systems

Details Fundamental Markov systems Fundamental Markov systems

2005-09-06

arxiv.org/abs/math/0509120v7

Mathematics

Probability

Added a conjecture

Scientific paper

We continue development of the theory of Markov systems initiated in \cite{Wer1}. In this paper, we introduce fundamental Markov systems associated with random dynamical systems and show that the proof of the uniqueness and empiricalness of the stationary initial distribution of the random dynamical system reduces to that for the fundamental Markov system associated with it. The stability criteria for the latter are much clearer.

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