Tuesday, October 5, 2010 - 15:05
1 hour (actually 50 minutes)
We consider a simple one-dimensional random dynamical system with two driving vector fields and random switchings between them. We show that this system satisfies a one force - one solution principle and compute the unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero or infinity and derive analogues of classical probability theory results such as central limit theorem and large deviation principle.