We consider a non-stationary sequence of independent random isometries of a compact metrizable space. Assuming that there are no proper closed subsets with deterministic image, we establish a weak-* convergence to the unique invariant under isometries measure, ergodic theorem and large deviation type estimate. We also show that all the results can be carried over to the case of a random walk on a compact metrizable group. In particular, we prove a non-stationary analog of classical Itô–Kawada theorem and give a new alternative proof for the stationary case.
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Non-Stationary Version of Ergodic Theorem for Random Dynamical Systems
We prove a version of pointwise ergodic theorem for non- stationary random dynamical systems. Also, we discuss two specificc examples where the result is applicable: non-stationary iterated function systems and non-stationary random matrix products.
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- Award ID(s):
- 2247966
- PAR ID:
- 10511271
- Editor(s):
- Ilyashenko, Yu; Tsfasman, M; Gusein-Zade, S
- Publisher / Repository:
- The Independent University of Moscow and the Department of Mathematics of the Higher School of Economics
- Date Published:
- Journal Name:
- Moscow Mathematical Journal
- Volume:
- 23
- Issue:
- 4
- ISSN:
- 1609-4514
- Page Range / eLocation ID:
- 515 to 532
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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