Basis Markov Partitions and Transition Matrices for Stochastic Systems
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Publication:3624449
Basic linear algebra (15A99) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical aspects of statistical mechanics (37A60) Generation, random and stochastic difference and differential equations (37H10) Approximation methods and numerical treatment of dynamical systems (37M99) Stochastic systems in control theory (general) (93E03)
Abstract: We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen class of the noise profiles the Frobenius-Perron operator associated to the noisy system is exactly represented by a stochastic transition matrix of a finite size K. This feature allows us to introduce for these stochastic systems a basis--Markov partition, defined herein, irrespectively of whether the deterministic system possesses a Markov partition or not. We show that in the deterministic limit, corresponding to K --> infinity, the sequence of invariant measures of the noisy systems tends, in the weak sense, to the invariant measure of the deterministic system. Thus by introducing a small additive noise one may approximate transition matrices and invariant measures of deterministic dynamical systems.
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