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Random dynamical system


In the mathematical field of dynamical systems, a random dynamical system is a dynamical system in which the equations of motion have an element of randomness to them. Random dynamical systems are characterized by a state space S, a set of maps from S into itself that can be thought of as the set of all possible equations of motion, and a probability distribution Q on the set that represents the random choice of map. Motion in a random dynamical system can be informally thought of as a state evolving according to a succession of maps randomly chosen according to the distribution Q.


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