Persistence of small noise and random initial conditions

J. Baker, P. Chigansky, K. Hamza, F. C. Klebaner

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

The effect of small noise in a smooth dynamical system is negligible on any finite time interval; in this paper we study situations where the effect persists on intervals increasing to. Such an asymptotic regime occurs when the system starts from an initial condition that is sufficiently close to an unstable fixed point. In this case, under appropriate scaling, the trajectory converges to a solution of the unperturbed system started from a certain random initial condition. In this paper we consider the case of one-dimensional diffusions on the positive half-line; this case often arises as a scaling limit in population dynamics.

Original languageEnglish
Pages (from-to)67-81
Number of pages15
JournalAdvances in Applied Probability
Volume50
Issue numberA
DOIs
StatePublished - 1 Dec 2018

Bibliographical note

Publisher Copyright:
© 2018 Applied Probability Trust.

Keywords

  • Fluid approximation
  • dynamical system
  • small noise

Fingerprint

Dive into the research topics of 'Persistence of small noise and random initial conditions'. Together they form a unique fingerprint.

Cite this