On the Nonuniqueness of the Invariant Probability for I.I.D. Random Logisitc Maps
Athreya, K.B. ; Dai, J.J.
Ann. Probab., Tome 30 (2002) no. 1, p. 437-442 / Harvested from Project Euclid
Let $\{X_n\}^{\infty}_0$ be a Markov chain with values in $[0,1]$ generated by the iteration of random logistic maps defined by $X_{n+1}=f_{C_{n+1}}(X_n)\equiv C_{n+1}X_n(1-X_n)$, $n=0,1,2,\ldots\,$, with $\{C_n\}^{\infty}_1$ being independent and identically distributed random variables with values in $[0,4]$ and independent of $X_0$. This paper provides a class of examples where $C_i$ take only two values $\lambda$ and $\mu$ such that there exist two distinct invariant probability distributions $\pi_0$ and $\pi_1$ supported by the open interval $(0,1)$. This settles a question raised by R. N. Bhattacharya.
Publié le : 2002-01-14
Classification:  Logistic maps,  invariant probability,  uniqueness,  60J05,  92D25,  60F05
@article{1020107774,
     author = {Athreya, K.B. and Dai, J.J.},
     title = {On the Nonuniqueness of the Invariant Probability for I.I.D.
			 Random Logisitc Maps},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 437-442},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1020107774}
}
Athreya, K.B.; Dai, J.J. On the Nonuniqueness of the Invariant Probability for I.I.D.
			 Random Logisitc Maps. Ann. Probab., Tome 30 (2002) no. 1, pp.  437-442. http://gdmltest.u-ga.fr/item/1020107774/