Random perturbations of hyperbolic dynamics

DOI10.1214/19-EJP340MaRDI QIDQ2274208zbMATH OpenOpenAlexFDO

Authors Florian Dorsch, Hermann Schulz-Baldes

Publication date 19 September 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.11064, https://projecteuclid.org/euclid.ejp/1568080869

zbMATH Keywords

Furstenberg measurerandom dynamical systemsrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Random matrices (probabilistic aspects) (60B20)

Abstract: A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random perturbations it is shown that the dynamics approaches the stable fixed points of the unperturbed matrix up to errors even if the strength of the perturbation is large compared to the relative increase of nearby diagonal entries of the unperturbed matrix specifying the local hyperbolicity.

Review text

The authors consider small random perturbations around a fixed diagonal and positive matrix -- that induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random perturbations of the underlying sequence of large invertible matrices, it is shown that the dynamics approach the stable fixed points of the unperturbed matrix -- up to errors -- even if the strength of the perturbation is large compared to the relative increase of nearby diagonal entries of the unperturbed matrix specifying the local hyperbolicity.

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Cited in

(9)

• General random perturbations of hyperbolic and expanding transformations
• Random Möbius dynamics on the unit disc and perturbation theory for Lyapunov exponents
• scientific article; zbMATH DE number 4161722 (Why is no real title available?)
• Random perturbations of codimension one homoclinic tangencies in dimension 3
• scientific article; zbMATH DE number 820053 (Why is no real title available?)
• Discretization of a Random Dynamical System near a Hyperbolic Point
• Hyers–Ulam stability for hyperbolic random dynamics
• Effects of bounded random perturbations on discrete dynamical systems
• Partially hyperbolic random dynamics on Grassmannians

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