کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153191 958321 2013 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The stationary distribution of the facultative population model with a degenerate noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The stationary distribution of the facultative population model with a degenerate noise
چکیده انگلیسی

In this paper, we consider the stationary distribution of the facultative population model with a degenerate noise. The contributions of this paper lie in: (a) providing sufficient conditions which allow the noise intensity matrix to be degenerate, and, in particular, guarantee the existence and uniqueness of the stationary distribution of our model; (b) discussing the property of positive recurrence of the model and revealing that the associated transition probability function converges exponentially to the unique stationary distribution; (c) showing the integral equation that the Laplace transform of the stationary distribution satisfies.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 2, February 2013, Pages 655–664
نویسندگان
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