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Base flow (random dynamical systems)

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that describes how to "fast forward" or "rewind" the noise when one wishes to change the time at which one "starts" the random dynamical system.
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In the definition of a random dynamical system, one is given a family of maps
1660: 1211: 973:{\displaystyle \vartheta _{0}=\mathrm {id} _{\Omega }:\Omega \to \Omega } 245: 1591:{\displaystyle W(t,\vartheta _{s}(\omega ))=W(t+s,\omega )-W(s,\omega )} 1105:
for which the three maps in this expression are defined. In particular,
882:{\displaystyle \mathbb {P} (\vartheta _{s}^{-1}(E))=\mathbb {P} (E)} 62: 1058:{\displaystyle \vartheta _{s}\circ \vartheta _{t}=\vartheta _{s+t}} 444: 401:{\displaystyle (\Omega ,{\mathcal {F}},\mathbb {P} ,\vartheta )} 1214: 756:{\displaystyle \vartheta _{s}^{-1}(E)\in {\mathcal {F}}} 1635: 1608: 1505: 1463: 1446:{\displaystyle (\Omega ,{\mathcal {F}},\mathbb {P} )} 1415: 1375: 1336: 1308: 1263: 1223: 1189: 1162: 1111: 1091: 1071: 1012: 990: 929: 899: 823: 793: 771: 715: 685: 641: 610: 572: 548: 503: 479: 456: 418: 364: 348:{\displaystyle (\Omega ,{\mathcal {F}},\mathbb {P} )} 317: 278: 1366:In the case of random dynamical system driven by a 1149:{\displaystyle \vartheta _{s}^{-1}=\vartheta _{-s}} 533:{\displaystyle [0,+\infty )\subsetneq \mathbb {R} } 1641: 1621: 1590: 1488: 1445: 1401: 1350: 1322: 1290: 1249: 1202: 1171: 1148: 1097: 1077: 1057: 996: 972: 912: 881: 809: 779: 755: 701: 667: 623: 592: 556: 532: 487: 462: 431: 400: 347: 303: 1489:{\displaystyle \vartheta _{s}:\Omega \to \Omega } 1402:{\displaystyle W:\mathbb {R} \times \Omega \to X} 304:{\displaystyle \vartheta _{s}:\Omega \to \Omega } 1658: 443:since they "shift" time. The base flow is often 668:{\displaystyle ({\mathcal {F}},{\mathcal {F}})} 540:(a one-sided continuous-time dynamical system); 495:(a two-sided continuous-time dynamical system); 600:(a one-sided discrete-time dynamical system). 564:(a two-sided discrete-time dynamical system); 1244: 1238: 587: 581: 194:. There might be a discussion about this on 1250:{\displaystyle s\in \mathbb {N} \cup \{0\}} 91:. Unsourced material may be challenged and 50:Learn how and when to remove these messages 1436: 1383: 1344: 1316: 1231: 866: 825: 773: 574: 550: 526: 481: 412:of the random dynamical system. The maps 385: 338: 232:Learn how and when to remove this message 214:Learn how and when to remove this message 155:Learn how and when to remove this message 104:"Base flow" random dynamical systems 1659: 593:{\displaystyle \mathbb {N} \cup \{0\}} 166: 89:adding citations to reliable sources 56: 15: 893:Furthermore, as a family, the maps 810:{\displaystyle E\in {\mathcal {F}}} 702:{\displaystyle E\in {\mathcal {F}}} 357:measure-preserving dynamical system 13: 1483: 1477: 1427: 1419: 1390: 1282: 991: 967: 961: 953: 948: 945: 802: 748: 694: 657: 647: 516: 376: 368: 329: 321: 298: 292: 14: 1678: 1351:{\displaystyle s\in \mathbb {R} } 1323:{\displaystyle s\in \mathbb {Z} } 1291:{\displaystyle s\in [0,+\infty )} 31:This article has multiple issues. 1602:This can be read as saying that 171: 61: 20: 39:or discuss these issues on the 1622:{\displaystyle \vartheta _{s}} 1585: 1573: 1564: 1546: 1537: 1534: 1528: 1509: 1480: 1440: 1416: 1393: 1285: 1270: 1203:{\displaystyle \vartheta _{s}} 964: 913:{\displaystyle \vartheta _{s}} 876: 870: 859: 856: 850: 829: 740: 734: 662: 642: 624:{\displaystyle \vartheta _{s}} 519: 504: 432:{\displaystyle \vartheta _{s}} 395: 365: 342: 318: 295: 1: 1652: 267: 780:{\displaystyle \mathbb {P} } 557:{\displaystyle \mathbb {Z} } 488:{\displaystyle \mathbb {R} } 7: 470:may be chosen to run over 10: 1683: 1629:"starts the noise at time 1361: 1183:In other words, the maps 1667:Random dynamical systems 765:to preserve the measure 997:{\displaystyle \Omega } 311:on a probability space 260:defined on the "noise" 254:random dynamical system 1643: 1623: 1592: 1490: 1455:classical Wiener space 1447: 1403: 1352: 1324: 1292: 1251: 1204: 1173: 1150: 1099: 1079: 1059: 998: 974: 920:satisfy the relations 914: 883: 811: 781: 757: 703: 669: 625: 594: 558: 534: 489: 464: 433: 402: 349: 305: 1644: 1624: 1593: 1491: 1448: 1404: 1353: 1325: 1293: 1252: 1205: 1174: 1151: 1100: 1080: 1060: 999: 975: 915: 884: 812: 782: 758: 704: 670: 626: 595: 559: 535: 490: 465: 434: 403: 350: 306: 1649:instead of time 0". 1633: 1606: 1503: 1461: 1413: 1373: 1334: 1306: 1261: 1221: 1187: 1160: 1109: 1089: 1069: 1010: 988: 927: 897: 821: 791: 769: 713: 683: 639: 608: 570: 546: 501: 477: 454: 416: 362: 315: 276: 184:confusing or unclear 85:improve this article 1298:) or a commutative 1129: 849: 733: 677:measurable function 439:are often known as 192:clarify the article 1639: 1619: 1588: 1496:would be given by 1486: 1443: 1399: 1348: 1320: 1288: 1247: 1200: 1172:{\displaystyle -s} 1169: 1146: 1112: 1095: 1075: 1055: 994: 970: 910: 879: 832: 807: 777: 753: 716: 699: 665: 621: 590: 554: 530: 485: 460: 429: 398: 345: 301: 1642:{\displaystyle s} 1453:is the two-sided 1098:{\displaystyle t} 1078:{\displaystyle s} 982:identity function 463:{\displaystyle s} 262:probability space 242: 241: 234: 224: 223: 216: 165: 164: 157: 139: 54: 1674: 1648: 1646: 1645: 1640: 1628: 1626: 1625: 1620: 1618: 1617: 1597: 1595: 1594: 1589: 1527: 1526: 1495: 1493: 1492: 1487: 1473: 1472: 1457:, the base flow 1452: 1450: 1449: 1444: 1439: 1431: 1430: 1408: 1406: 1405: 1400: 1386: 1357: 1355: 1354: 1349: 1347: 1329: 1327: 1326: 1321: 1319: 1297: 1295: 1294: 1289: 1256: 1254: 1253: 1248: 1234: 1209: 1207: 1206: 1201: 1199: 1198: 1178: 1176: 1175: 1170: 1155: 1153: 1152: 1147: 1145: 1144: 1128: 1120: 1104: 1102: 1101: 1096: 1084: 1082: 1081: 1076: 1064: 1062: 1061: 1056: 1054: 1053: 1035: 1034: 1022: 1021: 1003: 1001: 1000: 995: 979: 977: 976: 971: 957: 956: 951: 939: 938: 919: 917: 916: 911: 909: 908: 888: 886: 885: 880: 869: 848: 840: 828: 816: 814: 813: 808: 806: 805: 786: 784: 783: 778: 776: 762: 760: 759: 754: 752: 751: 732: 724: 708: 706: 705: 700: 698: 697: 674: 672: 671: 666: 661: 660: 651: 650: 630: 628: 627: 622: 620: 619: 599: 597: 596: 591: 577: 563: 561: 560: 555: 553: 539: 537: 536: 531: 529: 494: 492: 491: 486: 484: 469: 467: 466: 461: 438: 436: 435: 430: 428: 427: 408:is known as the 407: 405: 404: 399: 388: 380: 379: 354: 352: 351: 346: 341: 333: 332: 310: 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441:shift maps 268:Definition 186:to readers 115:newspapers 36:improve it 1611:ϑ 1583:ω 1568:− 1562:ω 1532:ω 1520:ϑ 1484:Ω 1481:→ 1478:Ω 1466:ϑ 1420:Ω 1394:→ 1391:Ω 1388:× 1341:∈ 1313:∈ 1283:∞ 1268:∈ 1236:∪ 1228:∈ 1192:ϑ 1164:− 1139:− 1135:ϑ 1123:− 1114:ϑ 1041:ϑ 1028:ϑ 1024:∘ 1015:ϑ 992:Ω 968:Ω 965:→ 962:Ω 954:Ω 932:ϑ 902:ϑ 843:− 834:ϑ 798:∈ 744:∈ 727:− 718:ϑ 690:∈ 613:ϑ 604:Each map 579:∪ 523:⊊ 517:∞ 421:ϑ 410:base flow 393:ϑ 369:Ω 322:Ω 299:Ω 296:→ 293:Ω 281:ϑ 250:base flow 72:does not 42:talk page 1661:Category 1409:, where 1065:for all 635:to be a 204:May 2009 1362:Example 1210:form a 1179:exists. 445:ergodic 256:is the 182:may be 129:scholar 93:removed 78:sources 1215:monoid 980:, the 355:. The 248:, the 131:  124:  117:  110:  102:  1300:group 252:of a 136:JSTOR 122:books 1330:and 1257:and 1085:and 108:news 76:any 74:cite 1358:). 1156:if 984:on 244:In 87:by 1663:: 817:, 709:, 447:. 45:. 1637:s 1615:s 1598:. 1586:) 1580:, 1577:s 1574:( 1571:W 1565:) 1559:, 1556:s 1553:+ 1550:t 1547:( 1544:W 1541:= 1538:) 1535:) 1529:( 1524:s 1516:, 1513:t 1510:( 1507:W 1475:: 1470:s 1441:) 1437:P 1433:, 1428:F 1423:, 1417:( 1397:X 1384:R 1380:: 1377:W 1345:R 1338:s 1317:Z 1310:s 1286:) 1280:+ 1277:, 1274:0 1271:[ 1265:s 1245:} 1242:0 1239:{ 1232:N 1225:s 1196:s 1167:s 1142:s 1131:= 1126:1 1118:s 1093:t 1073:s 1051:t 1048:+ 1045:s 1037:= 1032:t 1019:s 1004:; 959:: 949:d 946:i 941:= 936:0 906:s 889:. 877:) 874:E 871:( 867:P 863:= 860:) 857:) 854:E 851:( 846:1 838:s 830:( 826:P 803:F 795:E 774:P 749:F 741:) 738:E 735:( 730:1 722:s 695:F 687:E 675:- 663:) 658:F 653:, 648:F 643:( 617:s 588:} 585:0 582:{ 575:N 551:Z 527:R 520:) 514:+ 511:, 508:0 505:[ 482:R 458:s 425:s 396:) 390:, 386:P 382:, 377:F 372:, 366:( 343:) 339:P 335:, 330:F 325:, 319:( 290:: 285:s 235:) 229:( 217:) 211:( 206:) 202:( 198:. 188:. 158:) 152:( 147:) 143:( 133:· 126:· 119:· 112:· 95:. 81:. 52:) 48:(

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cite
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adding citations to reliable sources
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"Base flow" random dynamical systems
news
newspapers
books
scholar
JSTOR
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confusing or unclear
clarify the article
the talk page
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mathematics
random dynamical system
dynamical system
probability space
measure-preserving dynamical system
ergodic
measurable function
identity function
commutative

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