A probabilistic theory of random maps

DOI10.1016/J.CNSNS.2004.03.004MaRDI QIDQ1776788zbMATH OpenOpenAlexFDO

Authors Niranjan Chakravarthy

Publication date 12 May 2005

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2004.03.004

zbMATH Keywords

discrete time stochastic systemsFokker-Planck equationKolmogorov equationPawula theorem

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

Review text

The forward and backward Kolomogorov equations and the Fokker-Planck equation, resp., characterize transition probabilities and invariant measures, resp., for Markov semigroups with continuous time. Often they are invoked for the investigation of stochastic differential equations. The paper suggests an analogue of the forward and backward Kolmogorov equations and of the Fokker-Planck equation for certain classes of random maps, defining discrete time Markov chains. For this purpose, equations satisfied by transition probabilities are expanded in Taylor series. Numerically obtained results illustrate the quantities for certain one- and two-dimensional maps. For earlier work in this context see also \textit{R. F. Pawula} [IEEE Trans. Inf. Theory 13, 33--41 (1967; Zbl 0154.42401)].

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Cited in

(10)

• Limit theorem concerning random mapping patterns
• Stationary measures for randomly chosen maps
• Stochastic sensitivity analysis of chaotic attractors in 2D non-invertible maps
• Random maps and Kolmogorov widths
• scientific article; zbMATH DE number 4013620 (Why is no real title available?)
• scientific article; zbMATH DE number 5652649 (Why is no real title available?)
• scientific article; zbMATH DE number 4072040 (Why is no real title available?)
• scientific article; zbMATH DE number 1545716 (Why is no real title available?)
• scientific article; zbMATH DE number 4113631 (Why is no real title available?)
• scientific article; zbMATH DE number 820060 (Why is no real title available?)

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