Ergodic Theory of Random Transformations (Paperback, Softcover reprint of the original 1st ed. 1986)

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.

General

Imprint:	Birkhauser Boston
Country of origin:	United States
Series:	Progress in Probability, 10
Release date:	June 2012
First published:	June 2012
Authors:	Yuri Kifer
Dimensions:	229 x 152 x 12mm (L x W x T)
Format:	Paperback
Pages:	210
Edition:	Softcover reprint of the original 1st ed. 1986
ISBN-13:	978-1-4684-9177-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Algebra > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
LSN:	1-4684-9177-6
Barcode:	9781468491777

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