English

Physical measures for nonlinear random walks on interval

Dynamical Systems 2016-07-19 v4

Abstract

A one-dimensional confined Nonlinear Random Walk is a tuple of NN diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary measures and prove that all of them have negative Lyapunov exponents. These measures appear to be probabilistic manifestations of physical measures for certain deterministic dynamical systems. These systems are step skew products over transitive subshifts of finite type (topological Markov chains) with the unit interval fiber. For such skew products, we show there exist only finite collection of alternating attractors and repellers; we also give a sharp upper bound for their number. Each of them is a graph of a continuous map from the base to the fiber defined almost everywhere w.r.t. any ergodic Markov measure in the base. The orbits starting between the adjacent attractor and repeller tend to the attractor as t+t \to +\infty, and to the repeller as tt \to -\infty. The attractors support ergodic hyperbolic physical measures.

Keywords

Cite

@article{arxiv.1110.2117,
  title  = {Physical measures for nonlinear random walks on interval},
  author = {Victor Kleptsyn and Denis Volk},
  journal= {arXiv preprint arXiv:1110.2117},
  year   = {2016}
}

Comments

29 pages. Corrected a few typos and the title. To appear in Moscow Mathematical Journal

R2 v1 2026-06-21T19:18:02.172Z