Smooth Ergodic Theory of Random Dynamical Systems

Smooth Ergodic Theory of Random Dynamical Systems

Description

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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Available Format

Details

Author(s)
Pei-Dong Liu, Min Qian
Format
Paperback | 228 pages
Dimensions
155 x 235 x 12.95mm | 760g
Publication date
14 Aug 1995
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publication City/Country
Berlin, Germany
Language
English
Edition Statement
1995 ed.
Illustrations note
XII, 228 p.
ISBN10
3540600043
ISBN13
9783540600046