Ergodic Theory and Dynamical Systems

Table of Contents - 01 September 1987 - Volume 7, Issue 03  

Research Article

Dynamics of Markov chains and stable manifolds for random diffeomorphisms

M. Brina1 and Yu. Kifera2

a1 University of Maryland, College Park, MD 20742, USA;

a2 Hebrew University of Jerusalem, Jerusalem, Israel

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.

(Received June 26 1986)

(Revised October 20 1986)