Markov Switching for Position Dependent Random Maps with Application to Forecasting

DOI10.1137/040604042zbMath1090.37040OpenAlexW2155870008MaRDI QIDQ5700599

Wael Bahsoun, Góra, Paweł, Boyarski, Abraham

Publication date: 28 October 2005

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040604042

zbMATH Keywords

absolutely continuous invariant measureFrobenius-Perron operatorMarkov switchingrandom mapforecasting in financial markets

Mathematics Subject Classification ID

Dynamical aspects of measure-preserving transformations (37A05) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Ergodic theorems, spectral theory, Markov operators (37A30) Operations research and management science (90B99) Dynamical systems in optimization and economics (37N40) Dynamical systems involving maps of the interval (37E05) Random dynamical systems (37H99)

Related Items (4)

Cryptography based on chaotic random maps with position dependent weighting probabilities ⋮ Invariant densities of random maps have lower bounds on their supports ⋮ INVARIANT MEASURES FOR HIGHER DIMENSIONAL MARKOV SWITCHING POSITION DEPENDENT RANDOM MAPS ⋮ Randomly chosen chaotic maps can give rise to nearly ordered behavior

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