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A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
Abstract:We present a nonrandom version of the Multiplicative Ergodic (Oseledec) Theorem for a nonlinear stochastic dynamical system on a smooth compact Riemannian Manifold M. This theorem characterises the a.s. asymptotic behaviour of the derivative system. Our approach (based on work of Furstenberg and Kifer, who deal with a linear system) is to consider an associated system on the projective bundle over M and to relate the behaviour of the theorem to the ergodic behaviour of this system. When the system has no random element, our work reduces to an alternative approach to the Multiplicative Ergodic Theorem for a diffeomorphism of M.
Keywords:Stochastic dynamical system  Lyapunov spectrum  multiplicative ergodic theorem  derivative system  random diffeomorphisms
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