Smooth Ergodic Theory Of Random Dynamical Systems
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Smooth Ergodic Theory of Random Dynamical Systems
Author | : Pei-Dong Liu,Min Qian |
Publsiher | : Springer |
Total Pages | : 233 |
Release | : 2006-11-14 |
Genre | : Mathematics |
ISBN | : 9783540492917 |
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This book studies ergodic-theoretic aspects of random dynam- ical systems, i.e. of deterministic systems with noise. It aims to present a systematic treatment of a series of recent results concerning invariant measures, entropy and Lyapunov exponents of such systems, and can be viewed as an update of Kifer's book. An entropy formula of Pesin's type occupies the central part. The introduction of relation numbers (ch.2) is original and most methods involved in the book are canonical in dynamical systems or measure theory. The book is intended for people interested in noise-perturbed dynam- ical systems, and can pave the way to further study of the subject. Reasonable knowledge of differential geometry, measure theory, ergodic theory, dynamical systems and preferably random processes is assumed.
Smooth Ergodic Theory of Random Dynamical Systems
Author | : Pei-Dong Liu,Min Qian |
Publsiher | : Unknown |
Total Pages | : 240 |
Release | : 2014-01-15 |
Genre | : Electronic Book |
ISBN | : 3662200198 |
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Random Dynamical Systems
Author | : Ludwig Arnold |
Publsiher | : Springer Science & Business Media |
Total Pages | : 590 |
Release | : 2013-04-17 |
Genre | : Mathematics |
ISBN | : 9783662128787 |
Download Random Dynamical Systems Book in PDF, Epub and Kindle
The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.
Introduction to Smooth Ergodic Theory
Author | : Luís Barreira,Yakov Pesin |
Publsiher | : American Mathematical Society |
Total Pages | : 355 |
Release | : 2023-05-19 |
Genre | : Mathematics |
ISBN | : 9781470470654 |
Download Introduction to Smooth Ergodic Theory Book in PDF, Epub and Kindle
This book is the first comprehensive introduction to smooth ergodic theory. It consists of two parts: the first introduces the core of the theory and the second discusses more advanced topics. In particular, the book describes the general theory of Lyapunov exponents and its applications to the stability theory of differential equations, the concept of nonuniform hyperbolicity, stable manifold theory (with emphasis on absolute continuity of invariant foliations), and the ergodic theory of dynamical systems with nonzero Lyapunov exponents. A detailed description of all the basic examples of conservative systems with nonzero Lyapunov exponents, including the geodesic flows on compact surfaces of nonpositive curvature, is also presented. There are more than 80 exercises. The book is aimed at graduate students specializing in dynamical systems and ergodic theory as well as anyone who wishes to get a working knowledge of smooth ergodic theory and to learn how to use its tools. It can also be used as a source for special topics courses on nonuniform hyperbolicity. The only prerequisite for using this book is a basic knowledge of real analysis, measure theory, differential equations, and topology, although the necessary background definitions and results are provided. In this second edition, the authors improved the exposition and added more exercises to make the book even more student-oriented. They also added new material to bring the book more in line with the current research in dynamical systems.
Topological Dynamics of Random Dynamical Systems
Author | : Nguyen Dinh Cong |
Publsiher | : Oxford University Press |
Total Pages | : 216 |
Release | : 1997 |
Genre | : Mathematics |
ISBN | : 0198501579 |
Download Topological Dynamics of Random Dynamical Systems Book in PDF, Epub and Kindle
This book is the first systematic treatment of the theory of topological dynamics of random dynamical systems. A relatively new field, the theory of random dynamical systems unites and develops the classical deterministic theory of dynamical systems and probability theory, finding numerous applications in disciplines ranging from physics and biology to engineering, finance and economics. This book presents in detail the solutions to the most fundamental problems of topological dynamics: linearization of nonlinear smooth systems, classification, and structural stability of linear hyperbolic systems. Employing the tools and methods of algebraic ergodic theory, the theory presented in the book has surprisingly beautiful results showing the richness of random dynamical systems as well as giving a gentle generalization of the classical deterministic theory.
Smooth Ergodic Theory for Endomorphisms
Author | : Min Qian,Jian-Sheng Xie,Shu Zhu |
Publsiher | : Springer |
Total Pages | : 277 |
Release | : 2009-07-07 |
Genre | : Mathematics |
ISBN | : 9783642019548 |
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Ideal for researchers and graduate students, this volume sets out a general smooth ergodic theory for deterministic dynamical systems generated by non-invertible endomorphisms. Its focus is on the relations between entropy, Lyapunov exponents and dimensions.
Ergodic Theory Analysis and Efficient Simulation of Dynamical Systems
Author | : Bernold Fiedler |
Publsiher | : Springer Science & Business Media |
Total Pages | : 820 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9783642565892 |
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Presenting very recent results in a major research area, this book is addressed to experts and non-experts in the mathematical community alike. The applied issues range from crystallization and dendrite growth to quantum chaos, conveying their significance far into the neighboring disciplines of science.
Ergodic Theory of Random Transformations
Author | : Yuri Kifer |
Publsiher | : Springer Science & Business Media |
Total Pages | : 221 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9781468491753 |
Download Ergodic Theory of Random Transformations Book in PDF, Epub and Kindle
Ergodic theory of dynamical systems i.e., the qualitative analysis of iterations of a single transformation is nowadays a well developed theory. In 1945 S. Ulam and J. von Neumann in their short note [44] suggested to study ergodic theorems for the more general situation when one applies in turn different transforma tions chosen at random. Their program was fulfilled by S. Kakutani [23] in 1951. 'Both papers considered the case of transformations with a common invariant measure. Recently Ohno [38] noticed that this condition was excessive. Ergodic theorems are just the beginning of ergodic theory. Among further major developments are the notions of entropy and characteristic exponents. The purpose of this book is the study of the variety of ergodic theoretical properties of evolution processes generated by independent applications of transformations chosen at random from a certain class according to some probability distribution. The book exhibits the first systematic treatment of ergodic theory of random transformations i.e., an analysis of composed actions of independent random maps. This set up allows a unified approach to many problems of dynamical systems, products of random matrices and stochastic flows generated by stochastic differential equations.