Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction

Andrey Dorogovtsev; Alexander Weiß

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arXiv · 2304.02571

Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction

Andrey Dorogovtsev·Alexander Weiß

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Abstract

The intermittency phenomenon is the occurrence of very high but rare peaks, which despite their rarity influence the asymptotic behaviour of the underlying system. Mathematically this can be characterised with the asymptotics of moments. In this article we show the existence of intermittency phenomena for SDEs with interaction with dissipative coefficients by showing uniform convergence of their Lyapunov exponents.

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Andrey Dorogovtsev, Alexander Weiß. 2023-04-05. Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction. https://arxiv.org/abs/2304.02571

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