Intermittency induced by long memory under stochastic regime switching
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arXiv
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866911638750232576 |
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| author | Herrera-Marín, Mauricio |
| author_facet | Herrera-Marín, Mauricio |
| contents | We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamics are governed by network-coupled, operator-valued Volterra evolutions with completely monotone memory kernels whose excitation operators and kernel parameters are modulated by an ergodic finite-state continuous-time Markov chain. We formalize a sharp separation between annealed stability (in expectation) and quenched behaviour (along typical sample paths). On the annealed side, we identify an averaged memory gain that yields uniform moment bounds and a memory-adapted Lyapunov functional implying mean-square control under an averaged subcriticality condition. On the quenched side, we show that rare but persistent excursions into supercritical regimes are amplified by memory, producing intermittent macroscopic bursts with heavy-tailed statistics and a deterministic almost sure growth exponent obtained via a subadditive ergodic argument. This establishes an annealed--quenched dichotomy specific to non-Markovian switching systems, where stability in expectation can coexist with pathwise growth and metastable burst phases. We further derive a micro--macro correspondence by proving that a population of regime-modulated self-exciting point processes converges, both annealed and quenched, to the random-coefficient Volterra limit, transferring the burst mechanism from microscopic branching dynamics to macroscopic long-memory flows. Numerical experiments illustrate how burst localization depends on graph geometry and on noncommuting excitation operators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_00729 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Intermittency induced by long memory under stochastic regime switching Herrera-Marín, Mauricio Statistics Theory Probability Adaptation and Self-Organizing Systems Other Statistics We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamics are governed by network-coupled, operator-valued Volterra evolutions with completely monotone memory kernels whose excitation operators and kernel parameters are modulated by an ergodic finite-state continuous-time Markov chain. We formalize a sharp separation between annealed stability (in expectation) and quenched behaviour (along typical sample paths). On the annealed side, we identify an averaged memory gain that yields uniform moment bounds and a memory-adapted Lyapunov functional implying mean-square control under an averaged subcriticality condition. On the quenched side, we show that rare but persistent excursions into supercritical regimes are amplified by memory, producing intermittent macroscopic bursts with heavy-tailed statistics and a deterministic almost sure growth exponent obtained via a subadditive ergodic argument. This establishes an annealed--quenched dichotomy specific to non-Markovian switching systems, where stability in expectation can coexist with pathwise growth and metastable burst phases. We further derive a micro--macro correspondence by proving that a population of regime-modulated self-exciting point processes converges, both annealed and quenched, to the random-coefficient Volterra limit, transferring the burst mechanism from microscopic branching dynamics to macroscopic long-memory flows. Numerical experiments illustrate how burst localization depends on graph geometry and on noncommuting excitation operators. |
| title | Intermittency induced by long memory under stochastic regime switching |
| topic | Statistics Theory Probability Adaptation and Self-Organizing Systems Other Statistics |
| url | https://arxiv.org/abs/2605.00729 |