Related papers: Diffusion limit for a slow-fast standard map
We study local diffusion rate $D$ in Chirikov standard map near the critical golden curve. Numerical simulations confirm the predicted exponent $\alpha=5$ for the power law decay of $D$ as approaching the golden curve via principal…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
Scattering of normally incident longitudinal and transverse acoustic waves by a randomly rough surface of an elastically isotropic solid is analyzed within the small perturbation approach. In the limiting case of a large correlation length…
We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…
We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
This paper considers the question of the rate of convergence to ${\alpha}$- stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to ${\alpha}$-stable random variable where 1 <…
We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…
In this paper, we revisit the problem of polynomial memory loss and the central limit theorem for time-dependent LSV maps. More precisely, we show that for random LSV maps corresponding to a random parameter beta() we obtain quenched memory…
We consider the classical and quantum properties of the "Chirikov typical map", proposed by Boris Chirikov in 1969. This map is obtained from the well known Chirikov standard map by introducing a finite number $T$ of random phase shift…
The Chirikov standard map family is a one-parameter family of volume-preserving maps exhibiting hyperbolicity on a `large' but noninvariant subset of phase space. Based on this predominant hyperbolicity and numerical experiments, it is…
We consider a simultaneous small noise limit for a singularly perturbed coupled diffusion described by \begin{eqnarray*} dX^{\varepsilon}_t &=& b(X^{\varepsilon}_t, Y^{\varepsilon}_t)dt + \varepsilon^{\alpha}dB_t, dY^{\varepsilon}_t &=& -…
We present theoretical and numerical results pointing towards a strong connection between the estimates for the diffusion rate along simple resonances in multidimensional nonlinear Hamiltonian systems that can be obtained using the…
We prove that every geometric Lorenz attractor has superpolynomial decay of correlations with respect to the unique SRB measure. Moreover, we prove the Central Limit Theorem and Almost Sure Invariance Principle for the time-1 map of the…
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…