Weak convergence of dynamical systems in two timescales
In this article the weak convergence of the following linear dynamical systems \[\begin{pmatrix} X_{n + 1} \\ Y_{n + 1} \\ \end{pmatrix} =\begin{pmatrix} X_n \\ Y_n\\ \end{pmatrix}-\begin{pmatrix} \alpha _n^2b_{11} & \alpha _n^2b_{12} \\ \beta _n^2b_{21} & \beta _n^2b_{22} \\ \end{pmatrix}\begin{pmatrix} X_n \\ Y_n \\ \end{pmatrix} + \begin{pmatrix} \alpha _n \\ \beta _n \\ \end{pmatrix}\begin{pmatrix} \varepsilon _{1,n + 1} \\ \varepsilon _{2,n + 1} \\ \end{pmatrix}\], driven by two or multi-timescales, for the case of general ((bij)), starting with the diagonal and triangular cases, and finally considering the square matrix case under some stability assumptions. These results can be easily extended to multidimensional linear systems driven by block matrices and multiple timescales.
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