Smooth Ergodic Theory of Random Dynamical Systems

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 o...

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Bibliografski detalji
Glavni autori: Liu, Pei-Dong, 1964-, Qian, Min, 1927-...., mathématicien (Autor)
Format: Livre numérique
Jezik:Anglais
Izdano: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Serija:Lecture notes in mathematics 1606
Teme:
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Edition sous un autre format:• Smooth ergodic theory of random dynamical systems, Pei-Dong Liu, Min Qian, 1995, Berlin, Springer, 1 volume (XI-221 pages), Lecture notes in mathematics, 3-540-60004-3
• Smooth Ergodic Theory of Random Dynamical Systems, Texte imprimé, 9783662200193
Opis
Sažetak: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.
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ISBN:9783540492917 (PDF)
ISSN:1617-9692
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