Tail behaviour of stationary densities for one-dimensional random diffeomorphisms
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866929556842086400 |
|---|---|
| author | Lamb, Jeroen S. W. Olicón-Méndez, Guillermo Rasmussen, Martin |
| author_facet | Lamb, Jeroen S. W. Olicón-Méndez, Guillermo Rasmussen, Martin |
| contents | We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed points of extremal diffeomorphisms. In particular, we show how this stationary density at a boundary depends on the underlying noise distribution, as well as the linearisation of the extremal diffeomorphism at the boundary point (in case the corresponding fixed point is hyperbolic), or the leading nonlinear term of the extremal diffeomorphism (in case the corresponding fixed point is not hyperbolic). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_18554 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Tail behaviour of stationary densities for one-dimensional random diffeomorphisms Lamb, Jeroen S. W. Olicón-Méndez, Guillermo Rasmussen, Martin Probability Dynamical Systems 37H20, 37A50, 37C30, 60J05, 60G10 We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed points of extremal diffeomorphisms. In particular, we show how this stationary density at a boundary depends on the underlying noise distribution, as well as the linearisation of the extremal diffeomorphism at the boundary point (in case the corresponding fixed point is hyperbolic), or the leading nonlinear term of the extremal diffeomorphism (in case the corresponding fixed point is not hyperbolic). |
| title | Tail behaviour of stationary densities for one-dimensional random diffeomorphisms |
| topic | Probability Dynamical Systems 37H20, 37A50, 37C30, 60J05, 60G10 |
| url | https://arxiv.org/abs/2410.18554 |