Random Dynamical Systems With Systematic Drift Competing With Heavy-tailed Randomness

dc.creatorBelitsky
dc.creatorV.; Menshikov
dc.creatorM.; Petritis
dc.creatorD.; Vachkovskaia
dc.creatorM.
dc.date2016
dc.date2017-11-13T13:13:25Z
dc.date2017-11-13T13:13:25Z
dc.date.accessioned2018-03-29T05:51:24Z
dc.date.available2018-03-29T05:51:24Z
dc.identifierMarkov Processes And Related Fields. Polymat, v. 22, p. 629 - 652, 2016.
dc.identifier1024-2953
dc.identifierWOS:000393443300001
dc.identifierhttp://dro.dur.ac.uk/21369/
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/327049
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1364074
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionMotivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains - ranging from physics to ecology - we establish conditions for the occurrence of a non-trivial asymptotic behaviour for these systems in the absence of an ellipticity condition. More precisely, we classify these systems according to their type and - in the recurrent case provide with sharp conditions quantifying the nature of recurrence by establishing which moments of passage times exist and which do not exist. The problem is tackled by mapping the random dynamical systems into Markov chains on R with heavy-tailed innovation and then using powerful methods stemming from Lyapunov functions to map the resulting Markov chains into positive semi-martingales.
dc.description22
dc.description4
dc.description629
dc.description652
dc.descriptionCNPq [307076/2009-1, 302593/2013-6]
dc.descriptionFapesp [2009/52379-8, 2011/51509-5, 2011/07000-0]
dc.descriptionReseau mathematique France-Bresil
dc.descriptionFaepex [1039/09]
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.languageEnglish
dc.publisherPolymat
dc.publisherMoscow
dc.relationMarkov Processes and Related Fields
dc.rightsfechado
dc.sourceWOS
dc.subjectMarkov Chains
dc.subjectRecurrence
dc.subjectHeavy Tails
dc.subjectMoments Of Passage Times
dc.subjectRandom Dynamical Systems
dc.titleRandom Dynamical Systems With Systematic Drift Competing With Heavy-tailed Randomness
dc.typeArtículos de revistas


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