Polynomial Random Dynamical Systems with Complete Connections and the Probability of Tending to Infinity
Yoshiyuki Endo

TL;DR
This paper investigates polynomial random dynamical systems with memory on the Riemann sphere, analyzing the probability of orbits tending to infinity and establishing continuity properties of these probabilities under certain conditions.
Contribution
It introduces a framework for systems with state-dependent rules with memory, extending classical models, and proves new continuity and positivity results for escape probabilities.
Findings
Probability of tending to infinity is locally constant on the Fatou set.
If all kernel Julia sets are empty, the escape probability is continuous.
Stationary-averaged escape probabilities form a compact interval and can be positive and nontrivial.
Abstract
We study polynomial random dynamical systems with complete connections on the Riemann sphere. In this framework, the choice of the next polynomial map is governed by a state-dependent rule with memory, extending both i.i.d. random dynamics and non-i.i.d. Markovian models. For each initial state, we define the probability that the random orbit tends to infinity. We prove that it is locally constant on the Fatou set, and that if all kernel Julia sets are empty, then it is continuous on the whole space. We also introduce stationary-averaged escaping probabilities with respect to stationary distributions of the induced state chain. Under the same kernel-emptiness assumption, these averaged probabilities are continuous. In addition, for each point of the Riemann sphere, the set of all possible stationary-averaged values is shown to be a compact interval determined by ergodic stationary…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Stochastic processes and financial applications · Mathematical Dynamics and Fractals
