Title:
Limit theorems for a one-dimensional system with random switchings
Limit theorems for a one-dimensional system with random switchings
Authors
Hurth, Tobias
Authors
Advisors
Bakhtin, Yuri
Advisors
Associated Organizations
Series
Collections
Supplementary to
Permanent Link
Abstract
We consider a simple one-dimensional random dynamical system with two driving vector fields and random switchings between them. We show that this system satisfies a one force - one solution principle and compute its unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero and infinity and derive analogues of classical probabilistic results such as the central limit theorem and large deviations principle.
Sponsor
Date Issued
2010-11-15
Extent
Resource Type
Text
Resource Subtype
Thesis