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arXiv 1703.04841math.DS
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希尔伯特空间李雅普诺夫指数稳定性

Hilbert Space Lyapunov Exponent stability

Gary Froyland, Cecilia González-Tokman, Anthony Quas

摘要:

研究了作用在可分希尔伯特空间上的紧算子的上循环,并讨论了在加性高斯噪声作用下紧算子的李雅普诺夫指数和Oseledets空间的稳定性.当噪声收缩到0时,扰动上圈的李雅普诺夫指数收敛到未扰动上圈的李雅普诺夫指数,Oseledets空间依概率收敛到未扰动上圈的李雅普诺夫指数.这是,据我们所知,第一个结果,这种类型的上循环采取的价值观在运营商的无限维空间。无限维引起了一些在有限维情况下不存在的实质性困难。

英文摘要:

We study cocycles of compact operators acting on a separable Hilbert space, and investigate the stability of the Lyapunov exponents and Oseledets spaces when the operators are subjected to additive Gaussian noise. We show that as the noise is shrunk to 0, the Lyapunov exponents of the perturbed cocycle converge to those of the unperturbed cocycle; and the Oseledets spaces converge in probability to those of the unperturbed cocycle. This is, to our knowledge, the first result of this type with cocycles taking values in operators on infinite-dimensional spaces. The infinite dimensionality gives rise to a number of substantial difficulties that are not present in the finite-dimensional case.

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