In many practical situations,
physical and biological phenomena can be modelled
by chaotic dynamical systems, whose erratic
behaviour makes them hard to understand and
predict.
Motivated by the long range of applications of
such systems, we will start by introducing the
main concepts, including notions such as: phase
space, time, evolution laws, periodic points,
invariant measures, stationarity, ergodicity,
mixing...
Given the omnipresent uncertainty associated to
such systems we discuss natural probabilistic
questions and possible answers. We will address
issues such as Laws of Large Numbers, Central
Limit Theorems, Large Deviations, Extreme Values
Laws.
The focus will be on the significance and
heuristic interpretation of the concepts and
possible outputs of Ergodic Theory.