Article ID Journal Published Year Pages File Type
1153191 Statistics & Probability Letters 2013 10 Pages PDF
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
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