Limiting stochastic processes of shift-periodic dynamical systems

Autor: Julia Stadlmann, Radek Erban
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: Royal Society Open Science, Vol 6, Iss 11 (2019)
Druh dokumentu: article
ISSN: 2054-5703
DOI: 10.1098/rsos.191423
Popis: A shift-periodic map is a one-dimensional map from the real line to itself which is periodic up to a linear translation and allowed to have singularities. It is shown that iterative sequences xn+1 = F(xn) generated by such maps display rich dynamical behaviour. The integer parts ⌊xn⌋ give a discrete-time random walk for a suitable initial distribution of x0 and converge in certain limits to Brownian motion or more general Lévy processes. Furthermore, for certain shift-periodic maps with small holes on [0,1], convergence of trajectories to a continuous-time random walk is shown in a limit.
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