Abstract:
Ergodic theory provides a powerful tool in determining statistical properties of dynamics. The study of invariant measures is at its core and applies to various settings in dynamical systems, whether generated by maps or differential equations, perturbed by noise or given by time series. Ergodic theory is used for instance in deriving central limit theorems, determining Lyapunov exponents to prove chaotic dynamics, and the study of extreme value theory.
Organizers:
Ale Jan Homburg
Ian Melbourne
Evgeny Verbitskiy