Invariant Measures and Some Ergodic Theory for Random Dynamical Systems

2010 ◽  
pp. 81-98
Keyword(s):  
Dynamical Systems ◽  
Ergodic Theory ◽  
Invariant Measures ◽  
Random Dynamical Systems

scholarly journals On the Computation of Invariant Measures in Random Dynamical Systems

2003 ◽  
Vol 03 (02) ◽  
pp. 247-265 ◽  
Author(s):  
Peter Imkeller ◽  
Peter Kloeden
Keyword(s):  
Dynamical Systems ◽  
Markov Chains ◽  
State Space ◽  
Difference Equations ◽  
Invariant Measures ◽  
Random Dynamical Systems ◽  
Continuum State ◽  
Transition Mechanism ◽  
Definition Of ◽  
Stationary Random Processes

Invariant measures of dynamical systems generated e.g. by difference equations can be computed by discretizing the originally continuum state space, and replacing the action of the generator by the transition mechanism of a Markov chain. In fact they are approximated by stationary vectors of these Markov chains. Here we extend this well-known approximation result and the underlying algorithm to the setting of random dynamical systems, i.e. dynamical systems on the skew product of a probability space carrying the underlying stationary stochasticity and the state space, a particular non-autonomous framework. The systems are generated by difference equations driven by stationary random processes modelled on a metric dynamical system. The approximation algorithm involves spatial discretizations and the definition of appropriate random Markov chains with stationary vectors converging to the random invariant measure of the system.

scholarly journals Existence of random invariant periodic curves via random semiuniform ergodic theorem

2016 ◽  
Vol 17 (01) ◽  
pp. 1750007 ◽  
Author(s):  
Kenneth Uda
Keyword(s):  
Dynamical System ◽  
Dynamical Systems ◽  
Periodic Solutions ◽  
Ergodic Theorem ◽  
Ergodic Theory ◽  
Dissipative Structure ◽  
Random Dynamical Systems ◽  
Random Dynamical System ◽  
Compact Set

We employ an extension of ergodic theory to the random setting to investigate the existence of random periodic solutions of random dynamical systems. Given that a random dynamical system on a cylinder [Formula: see text] has a dissipative structure, we proved that a random invariant compact set can be expressed as a union of finite of number of random periodic curves. The idea in this paper is closely related to the work recently considered by Zhao and Zheng [46].

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