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arXiv 2204.04129math.DSmath.PR
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随机动力系统的条件Lyapunov谱

The conditioned Lyapunov spectrum for random dynamical systems

Matheus M. Castro, Dennis Chemnitz, Hugo Chu, Maximilian Engel, Jeroen S. W. Lamb, Martin Rasmussen

AI总结:

该研究证明带吸收的无记忆随机动力系统存在完整Lyapunov指数谱,通过嵌入Q过程到随机动力系统框架研究乘法遍历性质,验证有限时间指数的条件概率收敛并应用于迭代函数系统和随机微分方程。

摘要:

我们证明了带吸收的无记忆随机动力系统存在完整的Lyapunov指数谱。为此,我们将条件从不被吸收的过程(即Q过程)嵌入随机动力系统框架,这是关键一步,使我们能研究乘法遍历性质。我们表明有限时间Lyapunov指数在条件概率下收敛,并将结果应用于迭代函数系统和随机微分方程。

英文摘要:

We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the framework of random dynamical systems, allowing us to study multiplicative ergodic properties. We show that the finite-time Lyapunov exponents converge in conditioned probability and apply our results to iterated function systems and stochastic differential equations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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