English

Dynamical systems with heavy-tailed random parameters

Probability 2014-07-15 v1

Abstract

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for these systems in the absence of an ellipticity condition. More precisely, we classify these systems according to their type and --- in the recurrent case --- provide with sharp conditions quantifying the nature of recurrence by establishing which moments of passage times exist and which do not exist. The problem is tackled by mapping the random dynamical systems into Markov chains on R\mathbb{R} with heavy-tailed innovation and then using powerful methods stemming from Lyapunov functions to map the resulting Markov chains into positive semi-martingales.

Keywords

Cite

@article{arxiv.1407.3475,
  title  = {Dynamical systems with heavy-tailed random parameters},
  author = {Vladimir Belitsky and Mikhail Menshikov and Dimitri Petritis and Marina Vachkovskaia},
  journal= {arXiv preprint arXiv:1407.3475},
  year   = {2014}
}

Comments

24 pages

R2 v1 2026-06-22T05:02:54.953Z