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Absolutely continuous invariant measures for random maps

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Absolutely continuous invariant measures for random maps

Bahsoun, Wael (2004) Absolutely continuous invariant measures for random maps. PhD thesis, Concordia University.

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Abstract

A random map is a discrete time dynamical system consisting of a collection of transformations which are selected randomly by means of probabilities at each iteration. We prove the existence of absolutely continuous invariant measures for different classes of position dependent random maps under mild conditions. Moreover, we prove that these measures are stable under small stochastic perturbations. We also apply these results to forecasting in financial markets.

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (PhD)
Authors:Bahsoun, Wael
Pagination:vi, 94 leaves : ill. ; 29 cm.
Institution:Concordia University
Degree Name:Ph. D.
Program:Mathematics and Statistics
Date:2004
Thesis Supervisor(s):Gora, Pawel
ID Code:7952
Deposited By:Concordia University Libraries
Deposited On:18 Aug 2011 14:11
Last Modified:19 Aug 2011 04:01
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