We consider random dynamical systems with randomly chosen jumps on infinite-dimensional spaces. The choice of deterministic dynamical systems and jumps depends on a position. The system generalizes dynamical systems corresponding to learning systems, Poisson driven stochastic differential equations, iterated function system with infinite family of transformations and random evolutions. We will show that distributions which describe the dynamics of this system converge to an invariant distribution. We use recent results concerning asymptotic stability of Markov operators on infinite-dimensional spaces obtained by T. Szarek.

Soit ${{H}_{0}}\,=\,\frac{{{x}^{2}}+{{y}^{2}}}{2}$ un hamiltonien isochrone du plan ${{\mathbb{R}}^{2}}$. On met en évidence une classe d’hamiltoniens isochrones qui sont des perturbations polynomiales de ${{H}_{0}}$. On obtient alors une condition nécessaire d’isochronisme, et un critère de choix pour les hamiltoniens isochrones. On voit ce résultat comme étant une généralisation du caractère isochrone des perturbations hamiltoniennes homogènes considérées dans $\left[ \text{L} \right],\,\left[ \text{P} \right],\,\left[ \text{S} \right]$.

We transpose the ordinary differential equation method (used for decreasing stepsize stochastic algorithms) to a dynamical system method to study dynamical systems disturbed by a noise decreasing to zero. We prove that such an algorithm does not fall into a regular trap if the noise is exciting in an unstable direction.

We investigate the asymptotic sample path behaviour of a randomly perturbed discrete-time dynamical system. We consider the case where the trajectories of the non-perturbed dynamical system are attracted by a finite number of limit sets and characterize a case where this property remains valid for the perturbed dynamical system when the perturbation converges to zero. For this purpose, no further assumptions on the perturbation are needed and our main condition applies to the limit sets of the non-perturbed dynamical system. When the limit sets reduce to limit points we show that this main condition is more general than the usual assumption of the existence of a Lyapunov function for the non-perturbed dynamical system. An application to an epidemic model is given to illustrate our results.