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Hauptverfasser: Lummerzheim, Pablo, Pogorzelski, Felix, Zimmermann, Elias
Format: Preprint
Veröffentlicht: 2022
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Online-Zugang:https://arxiv.org/abs/2205.09847
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author Lummerzheim, Pablo
Pogorzelski, Felix
Zimmermann, Elias
author_facet Lummerzheim, Pablo
Pogorzelski, Felix
Zimmermann, Elias
contents We consider a family of measure preserving transformations, which act on a common probability space and are chosen at random by a stationary ergodic Markov chain. This setting defines an instance of a random dynamical system (RDS), which may be described in terms of a step skew product. In many contexts it is desirable to know whether ergodicity of the family implies ergodicity of the skew product. Introducing the notion of strict irreducibility for Markov kernels we shall characterize the class of Markov chains for which the aforementioned implication holds true. We thereby extend a sufficient condition of Bufetov for the case of finite state Markov chains to general state spaces and show that it is in fact also necessary. As an application we obtain an explicit description of the limit in ergodic theorems for a suitable class of random transformations.
format Preprint
id arxiv_https___arxiv_org_abs_2205_09847
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Strict irreducibility of Markov chains and ergodicity of skew products
Lummerzheim, Pablo
Pogorzelski, Felix
Zimmermann, Elias
Dynamical Systems
We consider a family of measure preserving transformations, which act on a common probability space and are chosen at random by a stationary ergodic Markov chain. This setting defines an instance of a random dynamical system (RDS), which may be described in terms of a step skew product. In many contexts it is desirable to know whether ergodicity of the family implies ergodicity of the skew product. Introducing the notion of strict irreducibility for Markov kernels we shall characterize the class of Markov chains for which the aforementioned implication holds true. We thereby extend a sufficient condition of Bufetov for the case of finite state Markov chains to general state spaces and show that it is in fact also necessary. As an application we obtain an explicit description of the limit in ergodic theorems for a suitable class of random transformations.
title Strict irreducibility of Markov chains and ergodicity of skew products
topic Dynamical Systems
url https://arxiv.org/abs/2205.09847