Long Time Influence of Small Perturbations and Motion on the Simplex of Invariant Probability Measures
arXiv:2010.01182
Abstract
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting motion on the simplex of invariant probability measures of the non-perturbed system in an appropriate time scale. The main tools we use in the paper are limit theorems for large deviations, modified averaging principle, and diffusion approximation.
arXiv comment45 pages, 12 figures