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On uniqueness of invariant measures for random walks on ${\textup {HOMEO}}^+(\mathbb R)$

Published online by Cambridge University Press:  29 April 2021

SARA BROFFERIO
Affiliation:
Laboratoire de Mathématiques, Université Paris-Sacley, Campus d’Orsay, Gif-sur-Yvette, France (e-mail: sara.brofferio@gmail.com)
DARIUSZ BURACZEWSKI*
Affiliation:
Mathematical Institute University of Wrocław, Pl. Grunwaldzki 2/4, 50-384Wrocław, Poland
TOMASZ SZAREK
Affiliation:
Institute of Mathematics, Polish Academy of Sciences, Abrahama 18, 81-967Sopot, Poland (e-mail: tszarek@impan.pl)
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Abstract

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We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$ . In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem was studied by Choquet and Deny [Sur l’équation de convolution $\mu = \mu * \sigma $ . C. R. Acad. Sci. Paris250 (1960), 799–801] in the context of random walks generated by translations of the line. Nowadays the answer is quite well understood in general settings of strongly contractive systems. Here we focus on a broader class of systems satisfying the conditions of recurrence, contraction and unbounded action. We prove that under these conditions the random process possesses a unique invariant Radon measure on ${\mathbb R}$ . Our work can be viewed as following on from Babillot et al [The random difference equation $X_n=A_n X_{n-1}+B_n$ in the critical case. Ann. Probab.25(1) (1997), 478–493] and Deroin et al [Symmetric random walk on $\mathrm {HOMEO}^{+}(\mathbb {R})$ . Ann. Probab.41(3B) (2013), 2066–2089].

Type
Original Article
Creative Commons
Creative Common License - CCCreative Common License - BY
This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0), which permits unrestricted re-use, distribution and reproduction, provided the original article is properly cited.
Copyright
© The Author(s), 2021. Published by Cambridge University Press

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