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Controllability implies mixing I. Convergence in the total variation metric
- Source :
- Russian Mathematical Surveys, Russian Mathematical Surveys, Turpion, 2017, 72 (5), pp.939-953. ⟨10.1070/RM9755⟩
- Publication Year :
- 2018
- Publisher :
- arXiv, 2018.
-
Abstract
- International audience; This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved that the approximate controllability to a given point and the solid controllability from the same point imply the uniqueness of a stationary measure and exponential mixing in the total variation metric. This result is then applied to random differential equations on a compact Riemannian manifold. In the second part, we shall replace the solid controllability by a stabilisability condition and prove that it is still sufficient for the uniqueness of a stationary distribution, whereas the convergence to it holds in the weaker dual-Lipschitz metric.
- Subjects :
- General Mathematics
[MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA]
Dynamical system
01 natural sciences
Measure (mathematics)
controllability
010104 statistics & probability
34K50, 58J65, 60H10, 93B05
Mixing (mathematics)
Classical Analysis and ODEs (math.CA)
FOS: Mathematics
Applied mathematics
Uniqueness
0101 mathematics
Mathematics - Optimization and Control
Mathematics
Stationary distribution
010102 general mathematics
Probability (math.PR)
Riemannian manifold
exponential mixing
Controllability
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Mathematics - Classical Analysis and ODEs
Optimization and Control (math.OC)
Metric (mathematics)
ergodicity
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
Mathematics - Probability
Subjects
Details
- ISSN :
- 00360279 and 14684829
- Database :
- OpenAIRE
- Journal :
- Russian Mathematical Surveys, Russian Mathematical Surveys, Turpion, 2017, 72 (5), pp.939-953. ⟨10.1070/RM9755⟩
- Accession number :
- edsair.doi.dedup.....dcb3ce6fd331760eaad34611fd33893a
- Full Text :
- https://doi.org/10.48550/arxiv.1803.01892