Ergodic Theorems for the Transfer Operators of Noisy Dynamical Systems
Eleonora Catsigeras

TL;DR
This paper extends classical ergodic theorems to stochastic dynamical systems with noise, proving maximal and pointwise ergodic theorems for their transfer operators on compact metric spaces.
Contribution
It introduces new ergodic theorems for transfer operators of noisy systems, generalizing deterministic ergodic results to stochastic settings.
Findings
Proved maximal ergodic theorem for noisy systems
Established pointwise ergodic theorem for transfer operators
Extended fundamental ergodic theorems to stochastic dynamical systems
Abstract
We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and pointwise ergodic theorems for the transfer operators associated to such systems. The results are extensions to noisy systems of some of the fundamental ergodic theorems for deterministic systems.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and financial applications · Stability and Controllability of Differential Equations
