Log-Hölder regularity of stationary measures
Grigorii Monakov
TL;DR
This work establishes log-Hölder regularity for stationary measures of random dynamical systems generated by Hölder or Lipschitz homeomorphisms under a finite logarithmic moment, assuming no common invariant measure. The authors develop an energy-method framework, introducing the singular energy $oldsymbol{ extE}_{oldsymbol{ ext{α}},oldsymbol{ extvarepsilon}}$ and its $L^2$-density analogue $ ilde{oldsymbol{ extE}}_{oldsymbol{ ext{α}},oldsymbol{ extvarepsilon}}$, and prove contraction of these energies under random dynamics. This contraction yields quantitative log-Hölder bounds for stationary measures and a uniform non-stationary contraction theorem over compact families of maps, with a Lipschitz-variant treated by analogous, adjusted estimates. The results have broad implications for random matrix products and spectral problems, where log-Hölder regularity plays a key role in limit theorems and regularity of invariant-type measures, including connections to the integrated density of states and related stochastic-deterministic interactions.
Abstract
We consider Lipschitz and Hölder continuous random dynamical systems defined by a distribution with a finite logarithmic moment. We prove that under suitable non-degeneracy conditions every stationary measure must be $\log$-Hölder continuous.
