Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices / University Series in Mathematics (PDF)

A Scientific American article on chaos, see Crutchfield et al. (1986), illus­ trates a very persuasive example of recurrence. A painting of Henri Poincare, or rather a digitized version of it, is stretched and cut to produce a mildly distorted image of Poincare. The same procedure is applied to the distorted image and the process is repeated over and over again on the successively more and more blurred images. After a dozen repetitions nothing seems to be left of the original portrait. Miraculously, structured images appear briefly as we continue to apply the distortion procedure to successive images. After 241 iterations the original picture reappears, unchanged! Apparently the pixels of the Poincare portrait were moving about in accor­ dance with a strictly deterministic rule. More importantly, the set of all pixels, the whole portrait, was transformed by the distortion mechanism. In this exam­ ple the transformation seems to have been a reversible one since the original was faithfully recreated. It is not very farfetched to introduce a certain amount of randomness and irreversibility in the above example. Think of a random miscoloring of some pixels or of inadvertently giving a pixel the color of its neighbor. The methods in this book are geared towards being applicable to the asymp­ totics of such transformation processes. The transformations form a semigroup in a natural way; we want to investigate the long-term behavior of random elements of this semigroup.