论文标题

对于快速系统的多个不变措施的平均

Averaging in the case of multiple invariant measures for the fast system

论文作者

Freidlin, Mark, Koralov, Leonid

论文摘要

我们考虑具有快速随机分量的确定性或随机系统的平均原理(连续时间马尔可夫链的家族取决于系统的状态作为参数)。我们表明,由于链的不变概率测量方法中的分叉,应在图形或开放书籍上考虑限制系统,在图形顶点(或分叉表面上)具有某些粘合条件。

We consider the averaging principle for deterministic or 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 bifurcations in the simplex of invariant probability measures of the chains, the limiting system should be considered on a graph or on an open book with certain gluing conditions in the vertices of the graph (or on the bifurcation surface).

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