Journal of Theoretical Probability

, Volume 29, Issue 3, pp 1083–1099 | Cite as

On Dynamical Systems Perturbed by a Null-Recurrent Fast Motion: The Continuous Coefficient Case with Independent Driving Noises



An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these solutions from the averaged motion are studied, and a central limit type theorem is proved. The limit process satisfies a linear equation driven by a Brownian motion time changed by the local time of the fast motion.


Averaging Null-recurrent fast motion Brownian local time  Normal deviations 

Mathematics Subject Classification (2010)

60H10 60J60 60F05 



The authors are grateful to D. Dolgopyat for introducing them to the problem and to L. Koralov and D. Dolgopyat for their helpful suggestions during invaluable discussions and for proofreading the manuscript. While working on the paper, Z. Pajor-Gyulai was partially supported by NSF Grants Number 1309084 and DMS1101635. M. Salins was partially supported by NSF Grant Number 1407615.


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of Maryland, College ParkCollege ParkUSA

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