Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction
Probability
2023-04-06 v1
Abstract
The intermittency phenomenon is the occurrence of very high but rare peaks, which despite their rarity influence the asymptotic behaviour of the underlying system. Mathematically this can be characterised with the asymptotics of moments. In this article we show the existence of intermittency phenomena for SDEs with interaction with dissipative coefficients by showing uniform convergence of their Lyapunov exponents.
Cite
@article{arxiv.2304.02571,
title = {Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction},
author = {Andrey Dorogovtsev and Alexander Weiß},
journal= {arXiv preprint arXiv:2304.02571},
year = {2023}
}