Dynamics of Morse-Smale urn processes

Abstract

AbstractWe consider stochastic processes {xn}n≥0 of the formwhere F: ℝm → ℝm is C2, {λi}i≥1 is a sequence of positive numbers decreasing to 0 and {Ui}i≥1 is a sequence of uniformly bounded ℝm-valued random variables forming suitable martingale differences. We show that when the vector field F is Morse-Smale, almost surely every sample path approaches an asymptotically stable periodic orbit of the deterministic dynamical system dy/dt = F(y). In the case of certain generalized urn processes we show that for each such orbit Γ, the probability of sample paths approaching Γ is positive. This gives the generic behavior of three-color urn models.