Quadratic Perturbations of Markov Systems
In this paper we study a quadratic dynamical system that is a perturbation of a system of Markov processes. We give necessary and sufficient conditions for such a perturbation to be stochastic, show the existence of fixed points, and present a few examples and possible applications. Finally, we derive explicit contraction conditions that guarantee uniqueness of the fixed point and geometric convergence to it from every initial state.
math.PR↗