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Limiting stochastic processes of shift-periodic dynamical systems

Abstract:
A shift-periodic map is a one-dimensional map from the real line to itself which is periodic up to a linear translation and allowed to have singularities. It is shown that iterative sequences xn+1 = F(xn) generated by such maps display rich dynamical behaviour. The integer parts ⌊xn⌋ give a discrete-time random walk for a suitable initial distribution of x0 and converge in certain limits to Brownian motion or more general Lévy processes. Furthermore, for certain shift-periodic maps with small holes on [0,1], convergence of trajectories to a continuous-time random walk is shown in a limit.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1098/rsos.191423

Authors


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Oxford college:
Merton College
Role:
Author
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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
Merton College
Role:
Author
ORCID:
0000-0001-8470-3763


Publisher:
Royal Society
Journal:
Royal Society Open Science More from this journal
Volume:
6
Issue:
11
Article number:
191423
Publication date:
2019-11-27
Acceptance date:
2019-10-28
DOI:
EISSN:
2054-5703


Language:
English
Keywords:
Pubs id:
pubs:943949
UUID:
uuid:a9276fb3-5cfc-419f-8baf-a2541a1d0ff9
Local pid:
pubs:943949
Source identifiers:
943949
Deposit date:
2019-11-10

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