Asymptotic behaviour of stochastic flows of diffeomorphisms

1986 ◽  
pp. 1-19 ◽  
Author(s):  
Peter H. Baxendale
Keyword(s):  
Asymptotic Behaviour ◽  
Stochastic Flows

DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX

2002 ◽  
Vol 02 (01) ◽  
pp. 93-107 ◽  
Author(s):  
PAULO R. C. RUFFINO
Keyword(s):  
Asymptotic Behaviour ◽  
Constant Curvature ◽  
Symmetric Matrix ◽  
Rotation Matrix ◽  
Stochastic Flow ◽  
Stochastic Flows ◽  
Affine Transformations ◽  
Simply Connected ◽  
Skew Symmetric Matrix

We provide geometrical conditions on the manifold for the existence of the Liao's factorization of stochastic flows [10]. If M is simply connected and has constant curvature, then this decomposition holds for any stochastic flow, conversely, if every flow on M has this decomposition, then M has constant curvature. Under certain conditions, it is possible to go further on the factorization: φt = ξt°Ψt° Θt, where ξt and Ψt have the same properties of Liao's decomposition and (ξt°Ψt) are affine transformations on M. We study the asymptotic behaviour of the isometric component ξt via rotation matrix, providing a Furstenberg–Khasminskii formula for this skew-symmetric matrix.

Stochastic Flows in Networks.

1987 ◽  
Author(s):  
Richard F. Serfozo
Keyword(s):  
Stochastic Flows ◽  
Flows In Networks

Asymptotic behaviour of sample weighted circuits representing recurrent Markov chains

1990 ◽  
Vol 27 (03) ◽  
pp. 545-556 ◽  
Author(s):  
S. Kalpazidou
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Asymptotic Behaviour ◽  
Probabilistic Interpretation ◽  
Stationary Markov Chain

The asymptotic behaviour of the sequence (𝒞 n (ω), wc,n (ω)/n), is studied where 𝒞 n (ω) is the class of all cycles c occurring along the trajectory ωof a recurrent strictly stationary Markov chain (ξ n ) until time n and wc,n (ω) is the number of occurrences of the cycle c until time n. The previous sequence of sample weighted classes converges almost surely to a class of directed weighted cycles (𝒞∞, ω c ) which represents uniquely the chain (ξ n ) as a circuit chain, and ω c is given a probabilistic interpretation.

Entropy numbers of embedding maps between Besov spaces with an application to eigenvalue problems

1981 ◽  
Vol 90 (1-2) ◽  
pp. 63-70 ◽  
Author(s):  
Bernd Carl
Keyword(s):  
Banach Space ◽  
Asymptotic Behaviour ◽  
Besov Spaces ◽  
Eigenvalue Problems ◽  
Function Spaces ◽  
Sequence Spaces ◽  
Entropy Numbers ◽  
Diagonal Operators

SynopsisIn this paper we determine the asymptotic behaviour of entropy numbers of embedding maps between Besov sequence spaces and Besov function spaces. The results extend those of M. Š. Birman, M. Z. Solomjak and H. Triebel originally formulated in the language of ε-entropy. It turns out that the characterization of embedding maps between Besov spaces by entropy numbers can be reduced to the characterization of certain diagonal operators by their entropy numbers.Finally, the entropy numbers are applied to the study of eigenvalues of operators acting on a Banach space which admit a factorization through embedding maps between Besov spaces.The statements of this paper are obtained by results recently proved elsewhere by the author.

Sign in / Sign up

Export Citation Format

Share Document