Abstract
We consider Markov processes arising from small random perturbations of non-chaotic dynamical systems. Under rather general conditions we prove that, with large probability, the distance between two arbitrary paths starting close to a same attractor of the unperturbed system decreases exponentially fast in time. The case of paths starting in different basins of attraction is also considered as well as some applications to the analysis of the invariant measure and to elliptic problems with small parameter in front to the second derivatives. The proof is based on a multiscale analysis of the typical trajectories of the Markov process; this analysis is done using techniques involved in the proof of Anderson localization for disordered quantum systems.
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Communicated by A. Jaffe
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Martinelli, F., Scoppola, E. Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition. Commun.Math. Phys. 120, 25–69 (1988). https://doi.org/10.1007/BF01223205
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DOI: https://doi.org/10.1007/BF01223205