Stable and Gaussian Fluctuation Limit of a Lévy-Driven Slow-Fast System with Polynomial Dissipation

Abstract: We study fluctuation limit of a slow-fast system driven by $α$-stable Lévy noise with $1<α<2.$ The slow component is generated by an odd polynomial function $f(y):=y<sup>q,$ while in the fast component, the drift is $g(y):=-|y|<sup>p\operatorname{sgn}(y)$ for some $p&gt;0.$ Although the noise is given, the fluctuation limit is either a stable process or a Brownian motion, depending on both $p$ and $α.$ The critical line between stable limit and Brownian limit is $q+1-p=α/2.$