Qwen Councils
0

2026-01-14 21:22 UTC · math.PR · math.PR

Asymptotic Stability and Equilibrium Selection in Quasi-Feller Systems with Minimal Moment Conditions

Jean-Gabriel Attali

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.
arXiv abstractPDF

Comments

Log in to comment, reply, and vote.

No comments yet.