Abstract
We systematically investigate the problem of representing Markov chains by families of random maps, and which regularity of these maps can be achieved depending on the properties of the probability measures. Our key idea is to use techniques from optimal transport to select optimal such maps. Optimal transport theory also tells us how convexity properties of the supports of the measures translate into regularity properties of the maps via Legendre transforms. Thus, from this scheme, we cannot only deduce the representation by measurable random maps, but we can also obtain conditions for the representation by continuous random maps. Finally, we present conditions for the representation of Markov chain by random diffeomorphisms.
Similar content being viewed by others
References
Araújo, V.: Attractors and time averages for random maps. Ann. Inst. Henri Poincaré Anal. Non Linéaire 17(3), 307–369 (2000)
Benedicks, M., Viana, M.: Random perturbations and statistical properties of Hénon-like maps. Ann. Inst. Henri Poincaré Anal. Non Linéaire 23(5), 713–752 (2006)
Blumenthal, R.M., Corson, H.H.: On continuous collections of measures. Ann. Inst. Fourier 20(2), 193–199 (1970)
Bonatti, C., Díaz, L.J., Viana, M.: Dynamics beyond uniform hyperbolicity: a global geometric and probabilistic perspective. Encyclopedia of Mathematical Sciences, vol. 102. Springer, Berlin (2005)
Federer, H.: Geometric measure theory. Grundlehren der Mathematischen Wissenschaften, vol. 153. Springer, New York (1969)
Hirsch, M.W.: Differential topology. Springer, Berlin (1976)
Jost, J.: Partial Differential Equations. Springer, Berlin (2006)
Jost, J.: Riemannian Geometry and Geometric Analysis. Springer, Berlin (2011)
Kifer, Y.: Ergodic Theory of Random Transformations. Birkhäuser, Boston (1986)
Kifer, Y.: Random Perturbations of Dynamical Systems. Birkhäuser, Boston (1988)
Loeper, G.: On the regularity of solutions of optimal transportation problems. Acta Math. 202(2), 241–283 (2009)
Ma, X.N., Trudinger, N., Wang, X.-J.: Regularity of potential functions of the optimal transportation problem. Arch. Ration. Mech. Anal. 177, 151–183 (2005)
Moser, J.: On the volume elements on a manifold. Trans. Am. Math. Soc. 120, 286–294 (1965)
Potthoff, J.: Sample properties of random fields II: continuity. Commun. Stoch. Anal. 3(3), 331–348 (2009)
Quas, A.N.: On representation of Markov chains by random smooth maps. Bull. Lond. Math. Soc. 23(5), 487–492 (1991)
Trudinger, N., Wang, X.J.: On the second boundary value problem for Monge Ampère type equations and optimal transportation. Ann. Scuola Norm. Sup. Pisa Cl. Sci. 8, 143174 (2009)
Villani, C.: Optimal transport: old and new. Grundlehren der Mathematischen Wissenschaften, vol. 338. Springer, Berlin (2009)
Zmarrou, H., Homburg, A.J.: Bifurcations of stationary measures of random diffeomorphisms. Ergod. Theory Dyn. Syst. 27(5), 1651–1692 (2007)
Acknowledgments
The research leading to these results has received funding from the European Research Council under the European Union’s Seventh Framework Programme (FP7/2007-2013)/ERC grant agreement no. 267087. M.K. was supported by the International Max Planck Research School “Mathematics in the Sciences”. We would like to thank the anonymous referee for the careful reading and constructive comments, which have contributed to substantially improve the presentation of this manuscript.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by L. Ambrosio.
Rights and permissions
About this article
Cite this article
Jost, J., Kell, M. & Rodrigues, C.S. Representation of Markov chains by random maps: existence and regularity conditions. Calc. Var. 54, 2637–2655 (2015). https://doi.org/10.1007/s00526-015-0878-2
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00526-015-0878-2