Gaussian perturbations of circle maps: A spectral approach

Authors
Citation
Mayberry, John, Gaussian perturbations of circle maps: A spectral approach, Annals of applied probability , 19(3), 2009, pp. 1143-1171
ISSN journal
10505164
Volume
19
Issue
3
Year of publication
2009
Pages
1143 - 1171
Database
ACNP
SICI code
Abstract
In this work, we examine spectral properties of Markov transition operators corresponding to Gaussian perturbations of discrete time dynamical systems on the circle. We develop a method for calculating asymptotic expressions for eigenvalues (in the zero noise limit) and show that changes to the number or period of stable orbits for the deterministic system correspond to changes in the number of limiting modulus 1 eigenvalues of the transition operator for the perturbed process. We call this phenomenon a .-bifurcation. Asymptotic expressions for the corresponding eigenfunctions and eigenmeasures are also derived and are related to Hermite functions.