We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of certain stochastic differential equations (SDE) with Markovian switching, in which the process switches at random times among different systems of SDEs, when the switching is fast varying and the diffusion (white noise) term is slowly changing. The system is modeled by $$ dX^{\varepsilon,\delta}(t)=f(X^{\varepsilon,\delta}(t), \alpha^\varepsilon(t))dt+\sqrt{\delta}\sigma(X^{\varepsilon,\delta}(t), \alpha^\varepsilon(t))dW(t) , \ X^\varepsilon(0)=x, $$ where $\alpha^\varepsilon(t)$ is a finite state space, Markov chain with generator $Q/\varepsilon=\big(q_{ij}/\varepsilon\big)_{m_0\times m_0}$ with $Q$ being irreducible. The relative changing rates of the switching and the diffusion are highlighted by the two small parameters $\varepsilon$ and $\delta$. We associate to the system the averaged ordinary differential equation (ODE) \[ d\bar X(t)=\bar f(\bar X(t 查看全文>>