Lipschitz regularity of the invariant measure of random dynamical systems

Abstract

In this article we derive a regularity result for the disintegration of the invariant measure associated to a class of Random Dynamical Systems - RDS. The results of this work are obtained by constructing a suitable anisotropic normed space defined by the Wasserstein-Kantorovich-like metric and understanding the dynamics of the associated transfer operator in a neighborhood of its fixed point. Precisely, we employ functional analytic techniques to demonstrate a spectral gap for its action on suitable spaces of signed measures. We apply this analysis to prove an exponential decay of correlation statement for Lipschitz observables and statistical properties of the RDS.