Intrinsic stochasticity of dynamical systems

Stability of solutions to ordinary differential equations (34D20) Stability theory for smooth dynamical systems (37C75) Classical equilibrium statistical mechanics (general) (82B05) Quantum equilibrium statistical mechanics (general) (82B10) Irreversible thermodynamics, including Onsager-Machlup theory (82B35) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Input-output approaches in control theory (93D25)

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The concept of intrinsic stochasticity as proposed by I. Prigogine [cf. \textit{I. Prigogine}, \textit{F. Mayné}, \textit{C. George} and \textit{M. de Haan}, Proc. Math. Acad. Sci. USA 74, 4152-4156 (1977)] is approached here in the following way: Let \({\mathfrak A}\) be a \(W^*\)-algebra of dynamical observables with a trace \(\tau\) and let \({\mathbb{H}}=L^ 2({\mathfrak A},\tau)\). Let G be an ordered l.c.a. group with a positive cone \(G_+\) and let \(\alpha =\{\alpha_ g| g\in G\}\subset {\mathfrak L}({\mathbb{H}})\) be a unitary (strongly continuous) group. Then \(\alpha\) is said to have an intrinsic stochasticity with respect to a contractive semi-group \({\tilde \alpha}=\{{\tilde \alpha}_ g| g\in G_+\}\subset {\mathfrak L}({\mathbb{H}}\}\) provided there exists a densely defined invertible linear operator \(\Lambda\) such that \({\tilde \alpha}{}_ g\Lambda =\Lambda \alpha_ g\) for all g in \(G_+\) (on a dense domain). The main result is that in general \(\Lambda\) is strictly affiliated with \({\mathfrak L}({\mathbb{H}})\) but not with \({\mathfrak A}\); i.e. there is no finite set of (unbounded) operators \(A_ 1,B_ 1,...,A_ n,B_ n\) affiliated with \({\mathfrak A}\) such that \(\Lambda f=A_ 1fB_ 1+...+A_ nfB_ n\) for all \(f\in dom \Lambda \subset {\mathbb{H}}\). If in particular \(G={\mathbb{R}}\) and \(\alpha_ tA=e^{-itH}Ae^{-itH}\) where H is s.a.\(\geq 0\) then one can let in a canonical fashion \({\bar \alpha}{}_ t=e^{-tH}Ae^{- tH}\), \(t\geq 0\). This is illustrated by an example in connection with particle decay. Further examples from classical mechanics are: the group of shifts on \({\mathbb{R}}\) and the diffusion semi-group, the group of shifts in \({\mathbb{Z}}\) and the semi-group of random walks in \({\mathbb{Z}}\).

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