Anticipating bifurcations of random dynamical systems through tails of stationary densities
Author(s)
Tey, Wei Hao
Olicón-Méndez, Guillermo
Lamb, Jeroen
Aihara, Kazuyuki
Tey, Wei Hao
Type
Journal Article
Abstract
We develop an early-warning signal for bifurcations of one-dimensional random difference equations with additive bounded noise, based on the asymptotic behavior of the stationary density near a boundary of its support. We demonstrate the practical use in numerical examples.
Date Issued
2026-06-01
Date Acceptance
2026-01-10
Citation
SIAM Journal on Applied Dynamical Systems, 2026, 25 (2), pp.1365-1396
ISSN
1536-0040
Publisher
Society for Industrial and Applied Mathematics
Start Page
1365
End Page
1396
Journal / Book Title
SIAM Journal on Applied Dynamical Systems
Volume
25
Issue
2
Copyright Statement
© 2026 Society for Industrial and Applied Mathematics. This is the author’s accepted manuscript made available under a CC-BY licence in accordance with Imperial’s Research Publications Open Access policy (www.imperial.ac.uk/oa-policy)
License URL
Publication Status
Published
Date Publish Online
2026-06-18