Random perturbations of non-singular transformations on [0,1]

DOI10.14492/HOKMJ/1372859588MaRDI QIDQ354028zbMATH OpenOpenAlexFDO

Authors Yukiko Iwata, Tomohiro Ogihara

Publication date 17 July 2013

Published in Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.hokmj/1372859588

zbMATH Keywords

random dynamical systemrandom perturbationspectral decomposition

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical systems involving maps of the interval (37E05) Generation, random and stochastic difference and differential equations (37H10) (L^p)-limit theorems (60F25) Discrete-time Markov processes on general state spaces (60J05)

Review text

The authors study random perturbations of a non-singular measurable transformation \(S:[0,1] \rightarrow [0,1]\). They obtain the existence of invariant densities for random perturbations of \(S\) using the spectral decomposition theorem of \textit{J. Komorník} and \textit{A. Lasota} [Bull. Pol. Acad. Sci., Math. 35, No. 1--10, 321--327 (1987; Zbl 0642.47026)]. Furthermore, the authors show that the densities for random perturbations with small noise converge strongly to the density for the Perron-Frobenius operator corresponding to \(S\) with respect to the \(L^1([0,1])\)-norm. This parallels a result of \textit{A. Lasota} and \textit{M. C. Mackey} [Chaos, fractals, and noise: Stochastic aspects of dynamics. 2nd ed. New York, NY: Springer-Verlag (1994; Zbl 0784.58005)].

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• Asymptotic periodicity of densities and ergodic properties for nonsingular systems
• Asymptotic behavior of non-expanding piecewise linear maps in the presence of random noise
• \( \sigma \)-finite invariant densities for eventually conservative Markov operators
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• On the regularity and approximation of invariant densities for random continued fractions
• Effects of randomization on asymptotic periodicity of nonsingular transformations

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