Random iteration with place dependent probabilities
Markov chains arising from random iteration of functions $S_θ:X\to X$, $θ\in Θ$, where $X$ is a Polish space and $Θ$ is arbitrary set of indices are considerd. At $x\in X$, $θ$ is sampled from distribution $θ_x$ on $Θ$ and $θ_x$ are different for different $x$. Exponential convergence to a unique invariant measure is proved. This result is applied to case of random affine transformations on ${\mathbb R}^d$ giving existence of exponentially attractive perpetuities with place dependent probabilities.
math.PR↗