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...

Full description

Bibliographic Details
Main Author: Liu, Pei-Dong, 1964-
Corporate Author: SpringerLink (Online service)
Other Authors: Qian, Min, 1927-
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [1995]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1606.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (xi, 221 pages)
Format:Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:Includes bibliographical references (pages 216-218) and index.
ISBN:9783540492917 (electronic bk.)
3540492917 (electronic bk.)
ISSN:0075-8434 ;