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Dynamics of Markov chains and stable manifolds for random diffeomorphisms

Published online by Cambridge University Press:  19 September 2008

M. Brin  and
Yu. Kifer
M. Brin
Affiliation:
University of Maryland, College Park, MD 20742, USA;
Yu. Kifer
Affiliation:
Hebrew University of Jerusalem, Jerusalem, Israel
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Abstract

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We consider the Markov chain on a compact manifold M generated by a sequence of random diffeomorphisms, i.e. a sequence of independent Diff2(M)-valued random variables with common distribution. Random diffeomorphisms appear for instance when diffusion processes are considered as solutions of stochastic differential equations. We discuss the global dynamics of Markov chains with continuous transition densities and construct non-random stable foliations for random diffeomorphisms.

Type
Research Article
Information
Ergodic Theory and Dynamical Systems , Volume 7 , Issue 3 , September 1987 , pp. 351 - 374
Copyright
Copyright © Cambridge University Press 1987

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