The central limit theorem for slow-fast systems with L\'evy noise

Authors Xiaoyu Yang, Yong Xu, Ruifang Wang, Zhe Jiao

Processes with independent increments; Lévy processes (60G51) Martingales and classical analysis (60G46) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

Abstract: This work investigates the normal deviation of a slow-fast system with L'evy noise. Different from the case of Brownian motion, the tightness of the deviation can not be proved by Ascoli-Arzela theorem directly. Using appropriate perturbed test functions and truncation technique, the deviation theorem can be proved by the martingale approach.

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