On the Computation of Invariant Measures in Random Dynamical Systems

DOI10.1142/S0219493703000711zbMATH Open1063.60097MaRDI QIDQ4451795FDOQ4451795

P. Imkeller, Peter E. Kloeden

Publication date: 1 March 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

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zbMATH Keywords

Markov chainrandom dynamical systeminterval matrixspatial discretisationapproximation of invariant measure

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic processes (60G99) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Ergodic theory on compact spaces
• Title not available (Why is that?)
• Finite generators for ergodic, measure-preserving transformations
• On the Approximation of Complicated Dynamical Behavior
• Products of Random Rectangular Matrices
• An adaptive method for the approximation of the generalized cell mapping
• On marginal distributions and isomorphisms of stationary processes
• Interval stochastic matrices: A combinatorial lemma and the computation of invariant measures of dynamical systems
• Ergodic averages for axiom a diffeomorphisms
• An invariant measure arising in computer simulation of a chaotic dynamical system

Cited In (7)

• Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
• A METHOD FOR NUMERICAL ESTIMATION OF GENERALIZED RÉNYI DIMENSIONS OF AFFINE RECURRENT IFS INVARIANT MEASURES
• Dynamics and abstract computability: computing invariant measures
• On the existence of conditionally invariant probability measures in dynamical systems
• Making the computation of approximations of invariant measures and its attractors for IFS and GIFS, through the deterministic algorithm, tractable
• Semi-hyperbolicity and bi-shadowing in nonautonomous difference equations with Lipschitz mappings
• Title not available (Why is that?)

Uses Software

• GAIO

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