The asymptotic frequency of stochastic oscillators
Zachary P. Adams

TL;DR
This paper investigates how the long-term frequency of stochastic oscillators responds to varying noise levels, considering large deviations and using quasi-ergodic measures to define and analyze quasi-asymptotic frequencies.
Contribution
It introduces a framework for analyzing the asymptotic frequency of stochastic oscillators beyond the small noise limit using quasi-ergodic measures.
Findings
Quasi-asymptotic frequencies always exist.
The frequency dependence on noise amplitude is not always quadratic.
Large deviation events can significantly alter oscillatory behavior.
Abstract
We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous studies, we do not restrict our attention to the small noise limit, and account for the fact that large deviation events may push the system out of its oscillatory regime. To do so, we consider stochastic oscillators conditioned on their remaining in an oscillatory regime for all time. This leads us to use the theory of quasi-ergodic measures, and to define quasi-asymptotic frequencies as conditional, long-time average frequencies. We show that quasi-asymptotic frequencies always exist, though they may or may not be observable in practice. Our discussion recovers previous results on stochastic oscillators in the literature. In particular, existing…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Thermodynamics and Statistical Mechanics
