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Asymptotics of High Order Noise Corrections

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Abstract

We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to its trace in the case of a quartic map and Gaussian noise. The asymptotic behaviour is investigated and is found to be independent up to a multiplicative constant of the distribution of noise.

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Søndergaard, N., Palla, G., Vattay, G. et al. Asymptotics of High Order Noise Corrections. Journal of Statistical Physics 101, 385–395 (2000). https://doi.org/10.1023/A:1026403314340

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  • DOI: https://doi.org/10.1023/A:1026403314340

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