Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
type: Item
instance of: scholarly article
title: Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
zbMATH Open document ID: 0645.58043
DOI: 10.1007/BF00367301
author: Peter H. Baxendale
publication date: 1989-01-01T00:00:00Z
review text: The Lyapunov exponents \(\lambda _ 1\geq \lambda _ 2\geq...\geq \lambda _ d\) for a stochastic flow of diffeomorphisms of a d-dimensional manifold M (with a strongly recurrent one-point motion) describe the almost-sure limiting exponential growth rates of tangent vectors under the flow. This paper shows how the Lyapunov exponents are related to measure preserving properties of the stochastic flow on M and of the induced stochastic flow on the projective bundle PM. Relative entropy is used to quantify the extent to which a measure fails to be invariant under the flow. The results include the following. If M is compact and if the one-point motion on M is a non-degenerate diffusion with stationary probability measure \(\rho\) then \(\lambda _ 1+...+\lambda _ d\leq 0\) with equality if and only if the flow preserves \(\rho\) almost surely; if in addition the induced one-point motion on PM satisfies a weak non-degeneracy condition then \(\lambda _ 1=...=\lambda _ d\) if and only if there is a smooth Riemannian structure on M with respect to which the flow is conformal almost surely.
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 28D15
Mathematics Subject Classification ID: 53A30
zbMATH DE Number: 4052649
zbMATH Keywords: stochastic flow of diffeomorphisms
zbMATH Keywords: Lyapunov exponents
zbMATH Keywords: relative entropy
zbMATH Keywords: invariant measure
zbMATH Keywords: conformal diffeomorphism
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4052649