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arXiv · 2009.08827

Steady State Of Random Dynamical Systems

M. S. Shesha Gopal·Soumitro Banerjee·P. K. Mohanty
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Abstract

Random dynamical systems (RDS) evolve by a dynamical rule chosen independently with a certain probability, from a given set of deterministic rules. These dynamical systems in an interval reach a steady state with a unique well-defined probability density only under certain conditions, namely Pelikan's criterion. We investigate and characterize the steady state of a bounded RDS when Pelikan's criterion breaks down. In this regime, the system is attracted to a common fixed point (CFP) of all the maps, which is attractive for at least one of the constituent mapping functions. If there are many such fixed points, the initial density is shared among the CFPs; we provide a mapping of this problem with the well known hitting problem of random walks and find the relative weights at different CFPs. The weights depend upon the initial distribution.

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M. S. Shesha Gopal, Soumitro Banerjee, P. K. Mohanty. 2020-09-18. Steady State Of Random Dynamical Systems. https://arxiv.org/abs/2009.08827

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