# Typical dynamics and fluctuation analysis of slow-fast systems driven by   fractional Brownian motion

**Authors:** Solesne Bourguin, Siragan Gailus, Konstantinos Spiliopoulos

arXiv: 1906.02131 · 2020-08-20

## TL;DR

This paper analyzes the typical behavior and fluctuations of slow-fast systems influenced by small fractional Brownian noise, providing detailed asymptotic descriptions and exploring how different parameter limits affect the dynamics.

## Contribution

It offers a novel characterization of the asymptotic dynamics and fluctuations of slow-fast systems driven by fractional Brownian motion, including explicit convergence rates and parameter-dependent limits.

## Key findings

- Characterization of slow component dynamics to two orders
- Dependence of fluctuation distribution on parameter scaling
- Extension showing qualitative differences in limiting behavior

## Abstract

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we characterize the asymptotic dynamics of the slow component to two orders (i.e., the typical dynamics and the fluctuations). The limiting distribution of the fluctuations turns out to depend upon the manner in which the small-noise parameter is taken to zero relative to the scale-separation parameter. We study also an extension of the original model in which the relationship between the two small parameters leads to a qualitative difference in limiting behavior. The results of this paper provide an approximation, to two orders, to dynamical systems perturbed by small fractional Brownian noise and subject to multiscale effects.

## Full text

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## References

35 references — full list in the complete paper: https://tomesphere.com/paper/1906.02131/full.md

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Source: https://tomesphere.com/paper/1906.02131