Optimal transportation and stationary measures for Iterated Function Systems

Benoît Kloeckner (1)

1 LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measures of Iterated Function Systems equipped with a probability distribution. We recover a classical existence and uniqueness result under a contraction-on- average assumption, prove generalized moment bounds from which tail estimates can be deduced, consider the convergence of the empirical measure of an associated Markov chain, and prove in many cases the Lipschitz continuity of the stationary measure when the system is perturbed, with as a consequence a “linear response formula” at almost every parameter of the perturbation.

Domaines: Analyse classique [math.CA]; Géométrie métrique [math.MG]

Benoît Kloeckner. Optimal transportation and stationary measures for Iterated Function Systems. 2020. ⟨hal-02276750v2⟩