A limit set trichotomy for order-preserving random systems (Q5936411): Difference between revisions

The authors study the long-term behavior (\(t \rightarrow \infty\)) of order-preserving random dynamical systems (RDS) on a Banach space \(V\). These RDSs preserve the partial order of \(V\) which is induced by a closed convex positive cone \(V_+\) in \(V\) via \(x \leq y\) iff \(y-x \in V_+\): If \(x \leq y\) then \(\varphi(t,\omega)x \leq \varphi(t,\omega)y\). In order to establish a trichotomy analogous to the trichotomy for deterministic discrete-time dynamical systems for the so-called parts of the cone \(V_+\) (these are equivalence classes given by a certain equivalence relation on \(V_+\)), the authors randomize the notion of a part of \(V_+\) and consider equivalence classes \(C_v\) of \(V_+\)-valued random variables, containing the random variable \(v\). Under an additional (generalized) concavity property (which guarantees the uniqueness of an equilibrium, if it exists), the following trichotomy is proven. Either for all random starts \(b\) in \(C_v\), the orbit emanating from \(b\) is unbounded, or for all \(b\) in \(C_v\), the orbit emanating from \(b\) is bounded, but its closure intersects with the complement of \(C_v\) (in which cases there is no equilibrium), or there is a unique equilibrium \(u\) and for all \(b\) in \(C_v\), the orbit emanating from \(b\) converges to \(u\). Affine and cooperative RDSs are discussed as examples that are of importance for applications.