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Abstract/Details
R. Cogburn investigated in a series of papers the problem of the existence of invariant measures for Markov processes with random transition probabilities. In this dissertation, we discuss several problems involving Markov processes discussed by Cogburn.
Chapter 1 contains several sufficient conditions for the existence of invariant measures in Cogburn's model. Problems concerning weak ergodicity and weak independence are also discussed.
In Chapter 2, we generalize Cogburn's model to a locally compact state space. A sufficient condition under which there exists a $\sigma$-finite and locally finite invariant measure is given.
In Chapter 3 of this dissertation, to illustrate Markov processes (under Cogburn's model), we consider iterated function systems induced by a number of contractive affine maps on R$\sp{d}$ and discuss left and right attractors for these function systems in the context of invariant probability measures for the system.
Classification
0405: Mathematics
Identifier / keyword
Pure sciences; Cogburn, R.
Title
Markov processes with random transition probabilities
Source
DAI-B 56/08, Dissertation Abstracts International
Place of publication
Ann Arbor
Country of publication
United States
Advisor
Mukherjea, Arunava
University/institution
University of South Florida
University location
United States -- Florida
Source type
Dissertation or Thesis
Document type
Dissertation/Thesis
Dissertation/thesis number
9542078
ProQuest document ID
304250496
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
Document URL
https://www.proquest.com/docview/304250496