<電子ブック>
Ergodic Theory of Random Transformations / by Yuri Kifer
(Progress in Probability. ISSN:22970428 ; 10)
版 | 1st ed. 1986. |
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出版者 | Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser |
出版年 | 1986 |
本文言語 | 英語 |
大きさ | X, 210 p : online resource |
著者標目 | *Kifer, Yuri author SpringerLink (Online service) |
件 名 | LCSH:Dynamical systems LCSH:Probabilities LCSH:Differential equations LCSH:Algebras, Linear FREE:Dynamical Systems FREE:Probability Theory FREE:Differential Equations FREE:Linear Algebra |
一般注記 | I. General analysis of random maps -- 1.1. Markov chains as compositions of random maps -- 1.2. Invariant measures and ergodicity -- 1.3. Characteristic exponents in metric spaces -- II. Entropy characteristics of random transformations -- 2.1. Measure theoretic entropies -- 2.2. Topological entropy -- 2.3. Topological pressure -- III. Random bundle maps -- 3.1. Oseledec’s theorem and the “non-random” multiplicative ergodic theorem -- 3.2. Biggest characteristic exponent -- 3.3. Filtration of invariant subbundles -- IV. Further study of invariant subbundles and characteristic exponents -- 4.1. Continuity of invariant subbundles -- 4.2 Stability of the biggest exponent -- 4.3. Exponential growth rates -- V. Smooth random transformations -- 5.1. Random diffeomorphisms -- 5.2. Stochastic flows -- A. 1. Ergodic decompositions -- A.2. Subadditive ergodic theorem -- References Ergodic theory of dynamical systems i.e., the qualitative analysis of iterations of a single transformation is nowadays a well developed theory. In 1945 S. Ulam and J. von Neumann in their short note [44] suggested to study ergodic theorems for the more general situation when one applies in turn different transforma tions chosen at random. Their program was fulfilled by S. Kakutani [23] in 1951. 'Both papers considered the case of transformations with a common invariant measure. Recently Ohno [38] noticed that this condition was excessive. Ergodic theorems are just the beginning of ergodic theory. Among further major developments are the notions of entropy and characteristic exponents. The purpose of this book is the study of the variety of ergodic theoretical properties of evolution processes generated by independent applications of transformations chosen at random from a certain class according to some probability distribution. The book exhibits the first systematic treatment of ergodic theory of random transformations i.e., an analysis of composed actions of independent random maps. This set up allows a unified approach to many problems of dynamical systems, products of random matrices and stochastic flows generated by stochastic differential equations HTTP:URL=https://doi.org/10.1007/978-1-4684-9175-3 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9781468491753 |
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EB00227771 |
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