Continuous dependence of the weak limit of iterates of some random-valued vector functions.

Given a probability space (Ω , A , P) , a complete separable Banach space X with the σ -algebra B (X) of all its Borel subsets, an operator Λ : Ω → L (X , X) and ξ : Ω → X we consider the B (X) ⊗ A -measurable function f : X × Ω → X given by f (x , ω) = Λ (ω) x + ξ (ω) and investigate the continuous dependence of a weak limit π f of the sequence of iterates (f n (x , ·)) n ∈ N of f, defined by f 0 (x , ω) = x , f n + 1 (x , ω) = f (f n (x , ω) , ω n + 1) for x ∈ X and ω = (ω 1 , ω 2 , ⋯) . Moreover for X taken as a Hilbert space we characterize π f via the functional equation φ f (u) = ∫ Ω φ f (Λ (ω) u) φ ξ (u) P (d ω) with the aid of its characteristic function φ f . We also indicate the continuous dependence of a solution of that equation. [ABSTRACT FROM AUTHOR]