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Random Periodic Processes, Periodic Measures and Ergodicity

Probability 2021-03-19 v7

Abstract

Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincar\'e sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic. Moreover, if the infinitesimal generator of the Markov semigroup only has equally placed simple eigenvalues including 00 on the imaginary axis, then the periodic measure is PS-ergodic and has positive minimum period. Conversely if the periodic measure with the positive minimum period is PS-mixing, then the infinitesimal generator only has equally placed simple eigenvalues (infinitely many) including 00 on the imaginary axis. Moreover, under the spectral gap condition, PS-mixing of the periodic measure is proved. The ``equivalence" of random periodic processes and periodic measures is established. This is a new class of ergodic random processes. Random periodic paths of stochastic perturbation of the periodic motion of an ODE is obtained.

Keywords

Cite

@article{arxiv.1408.1897,
  title  = {Random Periodic Processes, Periodic Measures and Ergodicity},
  author = {Chunrong Feng and Huaizhong Zhao},
  journal= {arXiv preprint arXiv:1408.1897},
  year   = {2021}
}

Comments

38 pages

R2 v1 2026-06-22T05:23:25.866Z