Large deviations and stochastic flows of diffeomorphisms (Q1099483): Difference between revisions

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Latest revision as of 16:16, 18 June 2024

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Large deviations and stochastic flows of diffeomorphisms
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    Large deviations and stochastic flows of diffeomorphisms (English)
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    1988
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    Previous results in the theory of large deviations for additive functionals of a diffusion process on a compact manifold M are extended and then applied to the analysis of the Lyapunov exponents of a stochastic flow of diffeomorphisms of M. An approximation argument relates these results to the behavior near the diagonal \(\Delta\) in M 2 of the associated two-point motion. Finally it is shown, under appropriate non-degeneracy conditions, that the two-point motion is ergodic on M 2-\(\Delta\) if the top Lyapunov exponent is positive.
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    large deviations for additive functionals
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    diffusion process on a compact manifold
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    Lyapunov exponents
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    stochastic flow of diffeomorphisms
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