Open Access
2021 Averaging in the case of multiple invariant measures for the fast system
M. Freidlin, L. Koralov
Author Affiliations +
Electron. J. Probab. 26: 1-17 (2021). DOI: 10.1214/21-EJP681
Abstract

We consider the averaging principle for deterministic and stochastic systems with a fast stochastic component (family of continuous time Markov chains depending on the state of the system as a parameter). We show that, due to the nontrivial structure of the simplex of invariant probability measures of the chains, the limiting system should be considered on a graph with certain gluing conditions at the vertices of the graph.

M. Freidlin and L. Koralov "Averaging in the case of multiple invariant measures for the fast system," Electronic Journal of Probability 26(none), 1-17, (2021). https://doi.org/10.1214/21-EJP681
Received: 24 February 2020; Accepted: 31 July 2021; Published: 2021
Vol.26 • 2021
Back to Top