Artículos de revistas
Matrix of rotation for stochastic dynamical systems
Registro en:
Computational & Applied Mathematics. Springer Heidelberg, v. 18, n. 2, n. 231, n. 245, 1999.
1807-0302
WOS:000208765900005
Autor
Ruffino, PRC
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) The concept of matrix of rotation generalizes the rotation number for stochastic dynamical systems given in [11]. This matrix is the asymptotic time average of the Maurer-Cartan form composed with the Riemannian connection along the induced trajectory in the orthonormal frame bundle OM over an n-dimensional Riemannian manifold M. It provides the asymptotic behaviour of an orthonormal n-frame under the action of the derivative flow and the Gram-Schmidt orthonormalization. We lift the stochastic differential equation of the system on M to a stochastic differential equation in OM and we use Furstenberg-Khasminskii argument to prove that the matrix of rotation exists almost surely with respect to invariant measures on this bundle. 18 2 231 245 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)