An introduction to the study of the stochastic properties of dynamical systems / Françoise Pène.

Format:

Book

Author/Creator:

Pène, Françoise, author.

Series:

Collection SMF. Cours spécialisés ; no 30.

Cours spécialisés. Collection SMF, 1284-6090 ; 30

Language:

English

French

Subjects (All):

Stochastic processes.

Probabilities.

Differentiable dynamical systems.

Markov processes.

Ergodic theory.

Chaotic behavior in systems.

Physical Description:

xxii, 249 pages : illustrations ; 25 cm.

Other Title:

Stochastic properties of dynamical systems

Place of Publication:

Paris : Société mathématique de France, [2022]

Language Note:

In English; abstract in English and French.

Summary:

This book provides an introduction to the study of the stochastic properties of probability preserving dynamical systems. Only the usual knowledge of the first year of a Master's degree is required. Many reminders are given. The definitions and results are illustrated by examples and corrected exercises. The book presents the notions of Poincaré's recurrence, of ergodicity, of mixing. It enlights also existing links between dynamical systems and Markov chains. The final objective of this book is to present three methods for establishing central limit theorems in the context of chaotic dynamical systems: a first method based on martingale approximations, a second method based on perturbation of quasi-compact linear operators and a third method based on decorrelation estimates.

ISBN:

9782856299678

2856299679

OCLC:

1376512108