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Weak limit of iterates of some random-valued functions and its application
Aequationes Mathematicae ( IF 0.9 ) Pub Date : 2019-04-05 , DOI: 10.1007/s00010-019-00650-z
Karol Baron

Given a probability space \( (\Omega , {\mathcal {A}}, P) \), a complete and separable metric space X with the \( \sigma \)-algebra \( {\mathcal {B}} \) of all its Borel subsets, a \( {\mathcal {B}} \otimes {\mathcal {A}} \)-measurable and contractive in mean \( f: X \times \Omega \rightarrow X \), and a Lipschitz F mapping X into a separable Banach space Y we characterize the solvability of the equation

$$\begin{aligned} \varphi (x)=\int _{\Omega }\varphi \left( f(x,\omega )\right) P(d\omega )+F(x) \end{aligned}$$

in the class of Lipschitz functions \(\varphi : X \rightarrow Y\) with the aid of the weak limit \(\pi ^f\) of the sequence of iterates \(\left( f^n(x,\cdot )\right) _{n \in {\mathbb {N}}}\) of f, defined on \( X \times \Omega ^{{\mathbb {N}}}\) by \(f^0(x, \omega ) = x\) and \( f^n(x, \omega ) = f\left( f^{n-1}(x, \omega ), \omega _n\right) \) for \(n \in {\mathbb {N}}\), and propose a characterization of \(\pi ^f\) for some special rv-functions in Hilbert spaces.



中文翻译:

一些随机值函数的迭代的弱极限及其应用

给定的概率空间\((\欧米茄,{\ mathcal {A}},P)\) ,一个完整的,可分离的度量空间X\(\西格玛\) -代数\({\ mathcal {B}} \ )的所有Borel子集\({\ mathcal {B}} \ otimes {\ mathcal {A}} \)-可测量且收缩的均值\(f:X \ times \ Omega \ rightarrow X \),以及Lipschitz FX映射到可分离的Banach空间Y中,我们表征了方程的可解性

$$ \ begin {aligned} \ varphi(x)= \ int _ {\ Omega} \ varphi \ left(f(x,\ omega)\ right)P(d \ omega)+ F(x)\ end {aligned } $$

在Lipschitz函数类\(\ varphi:X \ rightarrow Y \)的帮助下,通过迭代序列\(\ left(f ^ n(x,\ cdot 的弱极限\(\ pi ^ f \))\ right)f的_ {n \ in {\ mathbb {N}}} \)\(X \ times \ Omega ^ {{{\ mathbb {N}}} \\)上\(f ^ 0(的x,\欧米加)= X \)\(F ^ N(X,\欧米加)= F \左(F ^ {N-1}(X,\欧米加),\欧米加_n \右)\)\ (n \ in {\ mathbb {N}} \)中,并为希尔伯特空间中的某些特殊rv函数提出\(\ pi ^ f \)的表征。

更新日期:2019-04-05
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