Lecture Notes in Mathematics

Smooth Ergodic Theory of Random Dynamical Systems

Authors: Liu, Pei-Dong, Qian, Min

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About this book

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.

Table of contents (8 chapters)

  • Preliminaries

    Liu, Pei-Dong (et al.)

    Pages 1-21

  • Entropy and Lyapunov exponents of random diffeomorphisms

    Liu, Pei-Dong (et al.)

    Pages 22-44

  • Estimation of entropy from above through Lyapunov exponents

    Liu, Pei-Dong (et al.)

    Pages 45-54

  • Stable invariant manifolds of random diffeomorphisms

    Liu, Pei-Dong (et al.)

    Pages 55-90

  • Estimation of entropy from below through Lyapunov exponents

    Liu, Pei-Dong (et al.)

    Pages 91-108

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-49291-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA
  • ISBN 978-3-540-60004-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Smooth Ergodic Theory of Random Dynamical Systems
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1606
Copyright
1995
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-49291-7
DOI
10.1007/BFb0094308
Softcover ISBN
978-3-540-60004-6
Series ISSN
0075-8434
Edition Number
1
Number of Pages
XII, 228
Topics