Lecture Notes in Mathematics

Liu, Pei-Dong; Qian, Min

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.

Details

Published by: Springer

Publication Date: 1995-08-14

Format: Paperback

ISBN-13: 9783540600046

DOI: 10.1007/BFb0094308

Dimensions: 235cm x155cm

Pages: 228