ENGLISH

Smooth Ergodic Theory of Random Dynamical Systems

By Pei-Dong Liu , Min Qian

Book information

Publisher
Springer
Year
1995
ISBN
9783540600046, 3540600043, 0387600043
LCC
QA3,QA641.5
Language
english
Format
PDF
Filesize
8 MB (8318448 bytes)
Series
Lecture Notes in Mathematics
Edition
1
Pages
232\232
Time added
2010-10-13 10:14:08

Description

This book studies ergodic-theoretic aspects of random dynamical 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 dynamical 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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