Law of large numbers for random dynamical systems

DOI10.1007/S10955-015-1423-6MaRDI QIDQ267734zbMATHOpenAlexWikidataFDO

Authors Katarzyna Horbacz, Maciej Ślȩczka

Publication date 11 April 2016

Published in Journal of Statistical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1304.6863

zbMATH Keywords

strong law of large numbersinvariant measurerandom dynamical systemsrandom jumps

Mathematics Subject Classification ID

Strong limit theorems (60F15) Continuous-time Markov processes on general state spaces (60J25) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Abstract: We cosider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. We proove the existence of an exponentially attractive invariant measure and the strong law of large numbers.

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Cited in

(13)

• A useful version of the central limit theorem for a general class of Markov chains
• Law of large numbers for certain cylinder flows
• The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity
• Exponential convergence for Markov systems
• Random dynamical systems with jumps and with a function-type intensity
• Synchronization rates and limit laws for random dynamical systems
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• The central limit theorem for random dynamical systems
• Laws of rare events for deterministic and random dynamical systems

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