dorsal/arxiv
View SchemaAsymptotic Stability and Equilibrium Selection in Quasi-Feller Systems with Minimal Moment Conditions
| Authors | Jean-Gabriel Attali |
|---|---|
| Categories | |
| ArXiv ID | 2601.09880vv1 |
| URL | https://arxiv.org/abs/2601.09880 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in projection-based algorithms, learning in games, and systems with discontinuous decision rules, where classical Feller assumptions and small-noise or large-deviation techniques are not applicable. Under a global Lyapunov condition, we prove that any weak limit of invariant measures must be supported on the set of fixed points of the associated deterministic dynamics. Beyond localization, we establish a sharp exclusion principle for unstable equilibria: strict local maxima and saddle points of the Lyapunov function are shown to carry zero mass in limiting invariant measures under explicit and verifiable non-degeneracy conditions. Our analysis identifies a local mechanism driven by Lyapunov geometry and persistent variance, showing that equilibrium selection in constant-step dynamics is governed by typical fluctuations rather than rare events. These results provide a probabilistic foundation for stability and equilibrium selection in stochastic systems with persistent noise and weak regularity.
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"abstract": "We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in projection-based algorithms, learning in games, and systems with discontinuous decision rules, where classical Feller assumptions and small-noise or large-deviation techniques are not applicable.\n Under a global Lyapunov condition, we prove that any weak limit of invariant measures must be supported on the set of fixed points of the associated deterministic dynamics. Beyond localization, we establish a sharp exclusion principle for unstable equilibria: strict local maxima and saddle points of the Lyapunov function are shown to carry zero mass in limiting invariant measures under explicit and verifiable non-degeneracy conditions.\n Our analysis identifies a local mechanism driven by Lyapunov geometry and persistent variance, showing that equilibrium selection in constant-step dynamics is governed by typical fluctuations rather than rare events. These results provide a probabilistic foundation for stability and equilibrium selection in stochastic systems with persistent noise and weak regularity.",
"arxiv_id": "2601.09880",
"authors": [
"Jean-Gabriel Attali"
],
"categories": [
"math.PR"
],
"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "Asymptotic Stability and Equilibrium Selection in Quasi-Feller Systems with Minimal Moment Conditions",
"url": "https://arxiv.org/abs/2601.09880",
"version": "v1"
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