Date
Mon, 10 May 2021
Time
16:00 - 17:00
Speaker
ILYA CHEVYREV
Organisation
University of Edinburgh

In this talk, we will consider multidimensional fast-slow dynamical systems in discrete-time with random initial conditions but otherwise completely deterministic dynamics. The question we will investigate is whether the slow variable converges in law to a stochastic process under a suitable scaling limit. We will be particularly interested in the case when the limiting dynamic is superdiffusive, i.e. it coincides in law with the solution of a Marcus SDE driven by a discontinuous stable Lévy process. Under certain assumptions, we will show that generically convergence does not hold in any Skorokhod topology but does hold in a generalisation of the Skorokhod strong M1 topology which we define using so-called path functions. Our methods are based on a combination of ergodic theory and ideas arising from (but not using) rough paths. We will finally show that our assumptions are satisfied for a class of intermittent maps of Pomeau-Manneville type. 

 

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