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Myshkin
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Expectation of a linear operator

We define $T: C[0,1]\to C[0,1]\ni T(f(x))= \sum\limits_{k=1}^{m} p_k (f\circ f_k)(x):=\mathbb E( f(X_{n+1}|X_n=x)$ for a system $X_{n+1}=f_{\omega_n}(X_n), n=0,1,2\dots.$ and $\omega_n$ are i.i.d discrete r.v over $\{1,2,\dots,m\}$, $p_k=\text{ Prob} (\omega_i=k)$, $f_k$ are bounded Lipschitz.

Could anyone explain to me how come $ | T^n(f(x))-T^n(f(y))|=| \mathbb E(f(X_n(x))-f(X_n(y)))|$?

Thanks for the help.

Myshkin
  • 149
  • 9