The central limit theorems for integrable Hamiltonian systems perturbed by white noise
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866929302224764928 |
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| author | Wang, Chen Li, Yong |
| author_facet | Wang, Chen Li, Yong |
| contents | In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff ergodic theorem, we prove that the invariant tori persist under stochastic perturbations. Moreover, they asymptotically follow a Gaussian distribution, which gives a positive answer to the stability of integrable stochastic Hamiltonian systems over time. Our results hold true for both Gaussian and non-Gaussian noises, and their intensities can be not small. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_02704 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The central limit theorems for integrable Hamiltonian systems perturbed by white noise Wang, Chen Li, Yong Dynamical Systems In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff ergodic theorem, we prove that the invariant tori persist under stochastic perturbations. Moreover, they asymptotically follow a Gaussian distribution, which gives a positive answer to the stability of integrable stochastic Hamiltonian systems over time. Our results hold true for both Gaussian and non-Gaussian noises, and their intensities can be not small. |
| title | The central limit theorems for integrable Hamiltonian systems perturbed by white noise |
| topic | Dynamical Systems |
| url | https://arxiv.org/abs/2404.02704 |