Dynamics of Markov chains and stable manifolds for random diffeomorphisms

M. Brin, Yu Kifer

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)351-374
Number of pages24
JournalErgodic Theory and Dynamical Systems
Volume7
Issue number3
DOIs
StatePublished - Sep 1987

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