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25 votes
6 answers
6k views

Proof of Krylov-Bogoliubov theorem

Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...
Quinn Culver's user avatar
6 votes
2 answers
3k views

What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)

Because I still have no idea how it is possible for me to write down seemingly important equations ... that don't make any sense (at least for me) and because I haven't got any helpful comment so far, ...
Fabrice Pautot's user avatar
7 votes
2 answers
321 views

Random suborbits of a rotation

Let $u_n = x + n\alpha \pmod 1$ with $\alpha$ irrational. We know that $(u_n)_{n \geq 0}$ is dense in $\mathbb{R}/\mathbb{Z}$ (equivalently $(u_n)_{n \geq 0}$ visits every open interval infinitely ...
Stéphane Laurent's user avatar
3 votes
1 answer
372 views

Attractors in random dynamics

Let $\Delta$ be the interval $[-1,1]$, then we can consider the probability space $(\Delta , \mathcal{B}(\Delta),\nu)$, where $\mathcal{B}(\Delta)$ is the Borel $\sigma$-algebra and $\nu$ is equal ...
Matheus Manzatto's user avatar
3 votes
1 answer
127 views

A Simple Stochastic Dynamic Billiard

Consider the following stochastic dynamical system. Fix $a > 0$, $b > 0$, and $v > 0$, and let $\mathbf{r}(t)=(x(t),y(t))$ be the position at time $t$ of a point which moves in the ...
Maurizio Barbato's user avatar
3 votes
2 answers
194 views

A Really Simple Stochastic Dynamic Billiard

Consider the following stochastic dynamical system. Fix $a > 0$, $b > 0$, $c>0$ and $v > 0$, and let $\mathbf{r}(t)=(x(t),y(t),z(t))$ be the position at time $t$ of a point which moves ...
Maurizio Barbato's user avatar