Lectures on Lyapunov Exponents ( Cambridge Studies in Advanced Mathematics )

Publication series :Cambridge Studies in Advanced Mathematics

Author: Marcelo Viana  

Publisher: Cambridge University Press‎

Publication year: 2014

E-ISBN: 9781316057964

P-ISBN(Paperback): 9781107081734

Subject: O175 differential equations, integral equations

Keyword: 数学理论

Language: ENG

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Lectures on Lyapunov Exponents

Description

The theory of Lyapunov exponents originated over a century ago in the study of the stability of solutions of differential equations. Written by one of the subject's leading authorities, this book is both an account of the classical theory, from a modern view, and an introduction to the significant developments relating the subject to dynamical systems, ergodic theory, mathematical physics and probability. It is based on the author's own graduate course and is reasonably self-contained with an extensive set of exercises provided at the end of each chapter. This book makes a welcome addition to the literature, serving as a graduate text and a valuable reference for researchers in the field.

Chapter

2.1 Examples

2.1.1 Products of random matrices

2.1.2 Derivative cocycles

2.1.3 Schrddotodinger cocycles

2.2 Hyperbolic cocycles

2.2.1 Definition and properties

2.2.2 Stability and continuity

2.2.3 Obstructions to hyperbolicity

2.3 Notes

2.4 Exercises

3 Extremal Lyapunov exponents

3.1 Subadditive ergodic theorem

3.1.1 Preparing the proof

3.1.2 Fundamental lemma

3.1.3 Estimating varphi[sub(–)]

3.1.4 Bounding varphi[sub(+)] from above

3.2 Theorem of Furstenberg and Kesten

3.3 Herman’s formula

3.4 Theorem of Oseledets in dimension 2

3.4.1 One-sided theorem

3.4.2 Two-sided theorem

3.5 Notes

3.6 Exercises

4 Multiplicative ergodic theorem

4.1 Statements

4.2 Proof of the one-sided theorem

4.2.1 Constructing the Oseledets flag

4.2.2 Measurability

4.2.3 Time averages of skew products

4.2.4 Applications to linear cocycles

4.2.5 Dimension reduction

4.2.6 Completion of the proof

4.3 Proof of the two-sided theorem

4.3.1 Upgrading to a decomposition

4.3.2 Subexponential decay of angles

4.3.3 Consequences of subexponential decay

4.4 Two useful constructions

4.4.1 Inducing and Lyapunov exponents

4.4.2 Invariant cones

4.5 Notes

4.6 Exercises

5 Stationary measures

5.1 Random transformations

5.2 Stationary measures

5.3 Ergodic stationary measures

5.4 Invertible random transformations

5.4.1 Lift of an invariant measure

5.4.2 s-states and u-states

5.5 Disintegrations of s-states and u-states

5.5.1 Conditional probabilities

5.5.2 Martingale construction

5.5.3 Remarks on 2-dimensional linear cocycles

5.6 Notes

5.7 Exercises

6 Exponents and invariant measures

6.1 Representation of Lyapunov exponents

6.2 Furstenberg’s formula

6.2.1 Irreducible cocycles

6.2.2 Continuity of exponents for irreducible cocycles

6.3 Theorem of Furstenberg

6.3.1 Non-atomic measures

6.3.2 Convergence to a Dirac mass

6.3.3 Proof of Theorem 6.11

6.4 Notes

6.5 Exercises

7 Invariance principle

7.1 Statement and proof

7.2 Entropy is smaller than exponents

7.2.1 The volume case

7.2.2 Proof of Proposition 7.4.

7.3 Furstenberg’s criterion

7.4 Lyapunov exponents of typical cocycles

7.4.1 Eigenvalues and eigenspaces

7.4.2 Proof of Theorem 7.12

7.5 Notes

7.6 Exercises

8 Simplicity

8.1 Pinching and twisting

8.2 Proof of the simplicity criterion

8.3 Invariant section

8.3.1 Grassmannian structures

8.3.2 Linear arrangements and the twisting property

8.3.3 Control of eccentricity

8.3.4 Convergence of conditional probabilities

8.4 Notes

8.5 Exercises

9 Generic cocycles

9.1 Semi-continuity

9.2 Theorem of Mantildenacutee–Bochi

9.2.1 Interchanging the Oseledets subspaces

9.2.2 Coboundary sets

9.2.3 Proof of Theorem 9.5

9.2.4 Derivative cocycles and higher dimensions

9.3 Hddotolder examples of discontinuity

9.4 Notes

9.5 Exercises

10 Continuity

10.1 Invariant subspaces

10.2 Expanding points in projective space

10.3 Proof of the continuity theorem

10.4 Couplings and energy

10.5 Conclusion of the proof

10.5.1 Proof of Proposition 10.9

10.6 Final comments

10.7 Notes

10.8 Exercises

References

Index

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