Dynamical systems with multiplicative perturbations: the strong convergence of measures

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Publication:5286705





In the present article the author deals with so-called multiplicative stochastic perturbations which may be obtained from the general (discrete time) perturbation formula \(x_{n+1}= T(x_ n,\xi_ n)\) by a passage to the dynamical system of the form: \(x_{n+1}= S(x_ n)\cdot \xi_ n\), \(n=0,1,\dots\) (with some random \(\xi_ n\)). An operator \(P\) acts on measures of the measure space of the above dynamical system, being defined by the perturbation operator \(S\) in a standard way. In the paper the asymptotical stability of \(P\) is in question. Theorem 2 states the strong asymptotical stability (SAS) of \(P\) whenever \(\text{Prob}(\xi_ n=0)>0\) for mutually independent and identically distributed \(\xi_ n\). Another SAS-condition for \(P\) is provided by Theorem 3. In the last part of the paper some remarks, examples and applications to the iterated function systems are collected.











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