Averaging in the case of multiple invariant measures for the fast system

Autor:	Freidlin, Mark, Koralov, Leonid
Rok vydání:	2020
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in the simplex of invariant probability measures of the chains, the limiting system should be considered on a graph or on an open book with certain gluing conditions in the vertices of the graph (or on the bifurcation surface).
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2002.10019 Zobrazit plný text záznamu View this record from Arxiv