Smooth ergodic theory of random dynamical systems

• Main Authors: Liu, Pei-Dong, Qian, Min
• Format: eBook Book
• Language: English
• Published: Berlin, Heidelberg Springer-Verlag 1995; Springer Berlin / Heidelberg; Springer Berlin Heidelberg; Springer
• Edition: 1
• Series: Lecture Notes in Mathematics
• Subjects: Cell aggregation; Complex Systems; Differentiable dynamical systems; Distribution (Probability theory; Ergodic theory; Manifolds and Cell Complexes (incl. Diff.Topology); Mathematics; Mathematics and Statistics; Probability Theory and Stochastic Processes; Statistical physics; Statistical Physics and Dynamical Systems; Stochastic differential equations; Thermodynamics
• ISBN: 3540600043; 0387600043; 9780387600048; 9783540600046; 3662200198; 9783662200193
• ISSN: 0075-8434; 1617-9692
• DOI: 10.1007/BFb0094308

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.