On estimating absolutely continuous invariant measures

The statistical study of chaotic dynamical systems requires sometimes the computation of invariant measures, called physical measures. Namely, if \(f:X\to X\) is a nonsingular measurable transformation of the \(\sigma\)--finite measure space \((X, \Sigma,\mu)\), and \(P\) its corresponding Frobenius--Perron operator, then any density of \(P\) is the Radon--Nikodym derivative of an \(f\)--invariant probability measure which is absolutely continuous with respect to \(\mu\). This invariant measure is the physical measure presenting interest in the study of the dynamical system \(f\).NEWLINENEWLINENEWLINEUsually for the computation of the physical measure of some mixing dynamical systems, one exploits the fact that the Perron--Frobenius operator \(P\) is a positive weak contraction in the space \(L^{1}\equiv L^{1}(X,\Sigma,\mu)\), with the norm \(||\phi ||=\int|\phi|d\mu\). Hence for all initial densities \(\phi\), if \(\{P^{n}\}\) is asymptotically stable, we have \(\lim_{n\to\infty}P^{n}\phi=\phi^{*}\), where \(\phi^{*}\) is the unique fixed density of \(P\). For practical purposes it is very important to determine how well an iterate approximates the exact density.NEWLINENEWLINENEWLINEIn this paper the authors consider the class of Frobenius--Perron operators \(P:L^{1}\to L^{1}\) associated to \(f\), which are power bounded and quasi--compact. An estimate of the error of an initial guess to a fixed density of such a Frobenius--Perron operator is determined using the spectral projector \(E={1\over{2\pi i}}\int_{\Gamma}(zI-P)^{-1} dz\), where \(\Gamma\) is a small circle centered at 1 such that no other spectral points of \(P\) lie on the closed region whose boundary is \(\Gamma\). Namely, it is proved that if \(P\) is power bounded and quasicompact on a subspace \(V\subset L_{1}\) for which there is a norm \(||||_{V}\) such that \((V,||||_{})\) is a Banach space, then there is a constant \(C\) such that \(||\phi-E\phi||_{V}\leq C||\phi-P\phi||_{V}, \forall \phi\in V\). As a corollary it is proved that in the case when \(P\) has a unique fixed density \(\phi^{*}\in V\), then there is a constant \(C\) such that \(||\phi-\phi^{*}||_{V}\leq C ||\phi-P\phi||_{V}\), \(\forall \phi\in V\cap D\), where \(D\) is the set of all densities. The general result is applied to some particular cases.

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