Stability and approximation of random invariant densities for Lasota-Yorke map cocycles

Abstract

We establish stability of random absolutely continuous invariant measures (acims) for cocycles of random Lasota-Yorke maps under a variety of perturbations. Our family of random maps need not be close to a fixed map; thus, our results can handle very general driving mechanisms. We consider (i) perturbations via convolutions, (ii) perturbations arising from finite-rank transfer operator approximation schemes and (iii) static perturbations, perturbing to a nearby cocycle of Lasota-Yorke maps. The former two results provide a rigorous framework for the numerical approximation of random acims using a Fourier-based approach and Ulam's method, respectively; we also demonstrate the efficacy of these schemes.

30 pages, 3 figures. (Claim 3.17 and the proof of Proposition 3.15(I) rely on arguments in arXiv:1105.5609v1 that will not appear in the published version of arXiv:1105.5609)