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arXiv · 2510.15057

Anticipating bifurcations of random dynamical systems through tails of stationary densities

Wei Hao Tey·Guillermo Olicón-Méndez·Jeroen S. W. Lamb·Kazuyuki Aihara
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Abstract

We develop an early-warning signal for bifurcations of one-dimensional random difference equations with additive bounded noise, based on the asymptotic behaviour of the stationary density near a boundary of its support. We demonstrate the practical use in numerical examples.

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Wei Hao Tey, Guillermo Olicón-Méndez, Jeroen S. W. Lamb, Kazuyuki Aihara. 2025-10-16. Anticipating bifurcations of random dynamical systems through tails of stationary densities. https://arxiv.org/abs/2510.15057

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