On the Computation of Invariant Measures in Random Dynamical Systems

DOI10.1142/S0219493703000711zbMath1063.60097MaRDI QIDQ4451795

Peter Imkeller, Peter E. Kloeden

Publication date: 1 March 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Markov chainrandom dynamical systeminterval matrixspatial discretisationapproximation of invariant measure

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic processes (60G99) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items (1)

Semi-hyperbolicity and bi-shadowing in nonautonomous difference equations with Lipschitz mappings

Uses Software

• GAIO

Cites Work

• Unnamed Item
• On marginal distributions and isomorphisms of stationary processes
• Ergodic theory on compact spaces
• An invariant measure arising in computer simulation of a chaotic dynamical system
• An adaptive method for the approximation of the generalized cell mapping
• Interval stochastic matrices: A combinatorial lemma and the computation of invariant measures of dynamical systems
• On the Approximation of Complicated Dynamical Behavior
• Finite generators for ergodic, measure-preserving transformations
• Products of Random Rectangular Matrices
• Ergodic averages for axiom a diffeomorphisms

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