Random Periodic Processes, Periodic Measures and Ergodicity
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 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 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.
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