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Limit theorems for a one-dimensional system with random switchings

We consider a simple one-dimensional random dynamical system with two driving vector fields and random switchings between them. We show that this system satisfies a one force - one solution principle and compute its unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero and infinity and derive analogues of classical probabilistic results such as the central limit theorem and large deviations principle.

Identiferoai:union.ndltd.org:GATECH/oai:smartech.gatech.edu:1853/37201
Date15 November 2010
CreatorsHurth, Tobias
PublisherGeorgia Institute of Technology
Source SetsGeorgia Tech Electronic Thesis and Dissertation Archive
Detected LanguageEnglish
TypeThesis

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