GAUSSIAN PERTURBATIONS OF CIRCLE MAPS: A SPECTRAL APPROACH

被引:1
|
作者
Mayberry, John [1 ]
机构
[1] Cornell Univ, Dept Math, Ithaca, NY 14853 USA
来源
ANNALS OF APPLIED PROBABILITY | 2009年 / 19卷 / 03期
基金
美国国家科学基金会;
关键词
Random perturbations; Markov chains; transition operators; stochastic bifurcations; integrate-and-fire models; eigenvalues; pseudospectra; STOCHASTIC BIFURCATIONS; OSCILLATOR;
D O I
10.1214/08-AAP573
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this work, we examine spectral properties of Markov transition operators corresponding to Gaussian perturbations of discrete time dynamical systems on the circle. We develop a method for calculating asymptotic expressions for eigenvalues (in the zero noise limit) and show that changes to the number or period of stable orbits for the deterministic system correspond to changes in the number of limiting modulus 1 eigenvalues of the transition operator for the perturbed process. We call this phenomenon a A-bifurcation. Asymptotic expressions for the corresponding eigenfunctions and eigenmeasures are also derived and are related to Hermite functions.
引用
收藏
页码:1143 / 1171
页数:29
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