Comparing chaotic and random dynamical systems
Comparing chaotic and random dynamical systems
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Lai-Sang Young, Courant Institute
Fine Hall 314
In this talk I will compare and contrast chaotic dynamical systems
with random systems, such as those generated by SDEs. Three groups
of results, some old and some new, will be discussed. The first has
to do with how chaotic systems can produce observations obeying
the same limit laws as genuinely random stochastic processes. The
second group compares the ergodic theories of chaotic and random
systems. Here one sees that results on large-time distributions,
Lyapunov exponents, entropy, fractal dimension, etc. are all nicer
in the random setting. I will finish by suggesting that to improve
the applicability of existing theory of chaotic systems, a little bit of
random noise can go a long way.