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Dynamical Systems And Random Processes
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Book Synopsis Random Dynamical Systems by : Ludwig Arnold
Download or read book Random Dynamical Systems written by Ludwig Arnold and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.
Book Synopsis Stochastic Processes in Dynamics by : B. Skalmierski
Download or read book Stochastic Processes in Dynamics written by B. Skalmierski and published by Springer Science & Business Media. This book was released on 1982-11-30 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Random Dynamical Systems by : Rabi Bhattacharya
Download or read book Random Dynamical Systems written by Rabi Bhattacharya and published by Cambridge University Press. This book was released on 2007-01-08 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research.
Book Synopsis Random Perturbations of Dynamical Systems by : M. I. Freidlin
Download or read book Random Perturbations of Dynamical Systems written by M. I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.
Book Synopsis Random Perturbations of Dynamical Systems by : Yuri Kifer
Download or read book Random Perturbations of Dynamical Systems written by Yuri Kifer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematicians often face the question to which extent mathematical models describe processes of the real world. These models are derived from experimental data, hence they describe real phenomena only approximately. Thus a mathematical approach must begin with choosing properties which are not very sensitive to small changes in the model, and so may be viewed as properties of the real process. In particular, this concerns real processes which can be described by means of ordinary differential equations. By this reason different notions of stability played an important role in the qualitative theory of ordinary differential equations commonly known nowdays as the theory of dynamical systems. Since physical processes are usually affected by an enormous number of small external fluctuations whose resulting action would be natural to consider as random, the stability of dynamical systems with respect to random perturbations comes into the picture. There are differences between the study of stability properties of single trajectories, i. e. , the Lyapunov stability, and the global stability of dynamical systems. The stochastic Lyapunov stability was dealt with in Hasminskii [Has]. In this book we are concerned mainly with questions of global stability in the presence of noise which can be described as recovering parameters of dynamical systems from the study of their random perturbations. The parameters which is possible to obtain in this way can be considered as stable under random perturbations, and so having physical sense. -1- Our set up is the following.
Book Synopsis Dynamical Systems and Random Processes by : Jane Hawkins
Download or read book Dynamical Systems and Random Processes written by Jane Hawkins and published by American Mathematical Soc.. This book was released on 2019-09-23 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the 16th Carolina Dynamics Symposium, held from April 13–15, 2018, at Agnes Scott College, Decatur, Georgia. The papers cover various topics in dynamics and randomness, including complex dynamics, ergodic theory, topological dynamics, celestial mechanics, symbolic dynamics, computational topology, random processes, and regular languages. The intent is to provide a glimpse of the richness of the field and of the common threads that tie the different specialties together.
Book Synopsis Dynamical Systems and Processes by : Michel Weber
Download or read book Dynamical Systems and Processes written by Michel Weber and published by European Mathematical Society. This book was released on 2009 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents in a concise and accessible way, as well as in a common setting, various tools and methods arising from spectral theory, ergodic theory and stochastic processes theory, which form the basis of and contribute interactively a great deal to the current research on almost-everywhere convergence problems. Researchers working in dynamical systems and at the crossroads of spectral theory, ergodic theory and stochastic processes will find the tools, methods, and results presented in this book of great interest. It is written in a style accessible to graduate students.
Book Synopsis Smooth Ergodic Theory of Random Dynamical Systems by : Pei-Dong Liu
Download or read book Smooth Ergodic Theory of Random Dynamical Systems written by Pei-Dong Liu and published by Springer. This book was released on 2006-11-14 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies ergodic-theoretic aspects of random dynam- ical systems, i.e. of deterministic systems with noise. It aims to present a systematic treatment of a series of recent results concerning invariant measures, entropy and Lyapunov exponents of such systems, and can be viewed as an update of Kifer's book. An entropy formula of Pesin's type occupies the central part. The introduction of relation numbers (ch.2) is original and most methods involved in the book are canonical in dynamical systems or measure theory. The book is intended for people interested in noise-perturbed dynam- ical systems, and can pave the way to further study of the subject. Reasonable knowledge of differential geometry, measure theory, ergodic theory, dynamical systems and preferably random processes is assumed.
Book Synopsis Applied Nonautonomous and Random Dynamical Systems by : Tomás Caraballo
Download or read book Applied Nonautonomous and Random Dynamical Systems written by Tomás Caraballo and published by Springer. This book was released on 2017-01-31 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an introduction to the theory of non-autonomous and stochastic dynamical systems, with a focus on the importance of the theory in the Applied Sciences. It starts by discussing the basic concepts from the theory of autonomous dynamical systems, which are easier to understand and can be used as the motivation for the non-autonomous and stochastic situations. The book subsequently establishes a framework for non-autonomous dynamical systems, and in particular describes the various approaches currently available for analysing the long-term behaviour of non-autonomous problems. Here, the major focus is on the novel theory of pullback attractors, which is still under development. In turn, the third part represents the main body of the book, introducing the theory of random dynamical systems and random attractors and revealing how it may be a suitable candidate for handling realistic models with stochasticity. A discussion of future research directions serves to round out the coverage.
Book Synopsis Introduction to Random Processes by : William A. Gardner
Download or read book Introduction to Random Processes written by William A. Gardner and published by . This book was released on 1986 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Fluktuatsii V Dinamicheskikh Sistemakh Pod Deistviem Malykh Sluchainykh Vozmushchenii by : Mark Iosifovich Freĭdlin
Download or read book Fluktuatsii V Dinamicheskikh Sistemakh Pod Deistviem Malykh Sluchainykh Vozmushchenii written by Mark Iosifovich Freĭdlin and published by . This book was released on 1984 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Random Perturbation Methods with Applications in Science and Engineering by : Anatoli V. Skorokhod
Download or read book Random Perturbation Methods with Applications in Science and Engineering written by Anatoli V. Skorokhod and published by Springer Science & Business Media. This book was released on 2007-06-21 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.
Book Synopsis Probability, Random Processes, and Ergodic Properties by : Robert M. Gray
Download or read book Probability, Random Processes, and Ergodic Properties written by Robert M. Gray and published by Springer Science & Business Media. This book was released on 2009-07-31 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists. Highlights: Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest. Structures mathematics for an engineering audience, with emphasis on engineering applications. New in the Second Edition: Much of the material has been rearranged and revised for pedagogical reasons. The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems. The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals. Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.
Book Synopsis Stochastic Processes in Information and Dynamical Systems by : Eugene Wong
Download or read book Stochastic Processes in Information and Dynamical Systems written by Eugene Wong and published by . This book was released on 1971 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Random Perturbations of Dynamical Systems by : M. I. Freidlin
Download or read book Random Perturbations of Dynamical Systems written by M. I. Freidlin and published by Springer. This book was released on 2012-03-18 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.
Book Synopsis Random Dynamical Systems in Finance by : Anatoliy Swishchuk
Download or read book Random Dynamical Systems in Finance written by Anatoliy Swishchuk and published by CRC Press. This book was released on 2016-04-19 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this
Book Synopsis Stochastic Processes in Engineering Systems by : E. Wong
Download or read book Stochastic Processes in Engineering Systems written by E. Wong and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.
