Chaos and chance. An introduction to stochastic aspects of dynamics (Q5949121)

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scientific article; zbMATH DE number 1673122
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Chaos and chance. An introduction to stochastic aspects of dynamics
scientific article; zbMATH DE number 1673122

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    Chaos and chance. An introduction to stochastic aspects of dynamics (English)
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    13 November 2001
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    This book introduces to dynamical systems when viewed from the point of view of chaos (topological aspect) and ergodic theory (measure theoretic aspect), hence the title. The author states in his preface: ``By and by the reader will thus come to think of chaos and chance as of two sides of the same coin''. After an introduction where both aspects are presented in an intuitive fashion on examples, chapter one is a presentation of deterministic dynamical systems; the birth of chaos is obtained through the iteration of continuous maps; attractors, minimality, shadowing are presented. The next three chapters deal with ergodic theory and one has to do with measure spaces and measurable maps. Chapter three introduces ergodic measures, the results of von Neumann and Birkhoff, mixing and entropy. Chapter four defines the Frobenius-Perron operator, shows some of its properties: the more general Markov operators are introduced and the asymptotic behaviour is studied. A section is devoted to Markov chains and their long-time behaviour. Chapter five studies the dynamical evolution of measures. The stability of Markov operators is defined; the notion corresponding to a stable equilibrium point in the dynamics picture is now the invariant measure towards which the iterated Markov operator converges when acting on measures. Fractals, the Hausdorff distance and the Hausdorff measure are introduced. These are the objects corresponding to the attractors in the dynamical systems perspective. A final section studies Brownian paths in this context: the Wiener measure comes into play and a theorem characterizes the Hausdorff dimension of typical Brownian paths: 1.5. Appendix A is a reminder on the basics of measure theory. Appendix B is a ``student's guide to the literature'' where 17 books are shortly commented. The bibliography contains 64 entries and an index is included at the end. Many examples can be found throughout the volume and each chapter ends with a set of exercises. The author states that some proofs are sketchy. Let us again cite the author: the intention has not been ``to present a comprehensive monograph on the topic'', but to develop elementary insights and mathematical tools which will ``enable the reader to study\dots advanced texts more rewardingly''. The reader will familiarize himself with the concepts through this concrete and practical presentation.
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    fractals
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    dynamical systems
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    chaos
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    ergodic theory
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    attractors
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    shadowing
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    ergodic measures
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    mixing
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    entropy
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    Frobenius-Perron operator
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    Markov operators
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    Markov chains
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    stability
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    invariant measure
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    Hausdorff distance
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    Hausdorff measure
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    Brownian paths
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