Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153191 | Statistics & Probability Letters | 2013 | 10 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jinying Tong, Zhenzhong Zhang, Jianhai Bao,