An ergodic theory for conditioned random dynamical systems

Date/heure
13 avril 2023
10:45 - 11:45

Lieu
Salle de conférences Nancy

Oratrice ou orateur
Maximilian Engel (Freie Universität Berlin)

Catégorie d'évènement
Séminaire Probabilités et Statistique


Résumé

We will introduce the setting of random dynamical systems with absorption, as for example induced by iterated function systems or stochastic differential equations on a bounded domain with killing at the boundary. We will show how to embed the process conditioned to never being absorbed, the Q-process, into the framework of random dynamical systems, allowing us to study multiplicative ergodic properties and the notion of Kolmogorov-Sinai entropy. Finally, we will elaborate on the relation between entropy and Lyapunov exponents for this setting.