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A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. (English) Zbl 1456.60071

Summary: This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system generated by a random periodic path is ergodic if and only if the underlying noise metric dynamical system at discrete time of integral multiples of the period is ergodic. For the Markov random dynamical system case, we prove that the periodic measure of a Markov semigroup is PS-ergodic if and only if the trace of the random periodic path at integral multiples of period either entirely lies on a Poincaré section or completely outside a Poincaré section almost surely. In the second part of this paper, we construct sublinear expectations from periodic measures and obtain the ergodicity of the sublinear expectations from the ergodicity of periodic measures. We give some examples including the ergodicity of the discrete time Wiener shift of Brownian motions. The latter result would have some independent interests.

MSC:

60F17 Functional limit theorems; invariance principles
37A50 Dynamical systems and their relations with probability theory and stochastic processes
60G10 Stationary stochastic processes
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