Bifurcations of the Randomly Perturbed Logistic Map


Klaus Reiner Schenk-Hoppé


August 1997

Discussion Paper No. 353
Department of Economics, University of Bielefeld




Abstract

We analyze, mainly numerically, the bifurcation behavior of the parametrically and externally perturbed logistic map.
Two different approaches toward a bifurcation theory of random systems are employed; the phenomenological approach which deals with qualitative changes of stationary measures, and the dynamical approach which studies the stability of invariant measures and the occurrence of new invariant measures.
The numerical part of this paper contains a thorough examination of the perturbed logistic map, where the noise is either a dichotomic Markov process entering multiplicatively, or a uniformly distributed i.i.d. process entering additively. We observe interesting bifurcation scenarios, stabilization by noise, and self-similarity properties of Lyapunov exponents.
Some analytical results on the existence of stationary and invariant measures and on their Lyapunov exponents are also given.


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