arXiv · 2307.11723
Functional correlation bounds and deterministic homogenisation of fast-slow systems
Abstract
We give elementary and explicit sufficient conditions (in particular, a functional correlation bound) for deterministic homogenisation (convergence to a stochastic differential equation) for discrete-time fast-slow systems of the form \[ x_{k+1} = x_k + n^{-1}a_n(x_k,y_k) + n^{-1/2}b_n(x_k,y_k), \quad y_{k+1}=T_n y_k. \] We then prove that these sufficient conditions are satisfied by various examples of nonuniformly hyperbolic dynamical systems $ T_n $.
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Nicholas Fleming-Vázquez. 2023-07-21. Functional correlation bounds and deterministic homogenisation of fast-slow systems. https://arxiv.org/abs/2307.11723
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