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Ergodic Properties of Weak Asymptotic Pseudotrajectories for Semiflows
Authors:Michel Benaïm  Sebastian J Schreiber
Institution:(1) Department of Mathematics, Université de Cergy-Pontoise, Site de Saint Martin, 2 Avenue Adolphe Chauvin, 95302 Cergy-Pontoise, France;(2) Department of Mathematics, Western Washington University, Bellingham, Washington, 98225
Abstract:It is known that various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes can be analyzed by relating them to an appropriately chosen semiflow. Here, we introduce the notion of a stochastic process X being a weak asymptotic pseudotrajectory for a semiflow PHgr and are interested in the limiting behavior of the empirical measures of X. The main results are as follows: (1) the weak* limit points of the empirical measures for X axe almost surely PHgr-invariant measures; (2) given any semiflow PHgr, there exists a weak asymptotic pseudotrajectory X of PHgr such that the set of weak* limit points of its empirical measures almost surely equal the set of all ergodic measures for PHgr; and (3) if X is an asymptotic pseudotrajectory for a semiflow PHgr, then conditions on PHgr that ensure convergence of the empirical measures are derived.
Keywords:asymptotic autonomous semiflows  stochastic algorithms  stochastic ordinary differential equation  invariant measures  minimal center of attraction
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