INVARIANT MEASURES AND MARKOV CHAINS WITH RANDOM
TRANSITION PROBABILITIES
Guoqi Lu
Arunava Mukherjea
Abstract: In this paper, sufficient conditions for the existence of (-finite) invariant measures
for a class of Markov chains with random transition probabilities are given. A special class of
Markov chains with random transition probabilities is also studied here to show the relevance
of attractors for certain iterated function systems to the invariant measures for these
chains, and some of these results are illustrated with computer-generated pictures.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -