首页> 外文期刊>Stochastic Analysis and Applications >Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence
【24h】

Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence

机译:切换涉及单个扰动的Markov链条的扩散逻辑模型:弱收敛和随机持久性

获取原文
获取原文并翻译 | 示例
           

摘要

Focusing on stochastic dynamics involve continuous states as well as discrete events, this article investigates stochastic logistic model with regime switching modulated by a singular Markov chain involving a small parameter. This Markov chain undergoes weak and strong interactions, where the small parameter is used to reflect rapid rate of regime switching among each state class. Two-time-scale formulation is used to reduce the complexity. We obtain weak convergence of the underlying system so that the limit has much simpler structure. Then we utilize the structure of limit system as a bridge, to invest stochastic permanence of original system driving by a singular Markov chain with a large number of states. Sufficient conditions for stochastic permanence are obtained. A couple of examples and numerical simulations are given to illustrate our results.
机译:专注于随机动力学涉及连续状态以及离散事件,本文调查随着涉及小参数的单数马尔可夫链调制的制度切换的随机物流模型。 这个马尔可夫链经历了弱和强的相互作用,其中小参数用于反映每个州类之间的快速制度切换速率。 双级配方用于降低复杂性。 我们获得底层系统的弱收融,以便限制具有更简单的结构。 然后我们利用限制系统的结构作为桥梁,投资于具有大量状态的单数马尔可夫链的原始系统的随机持久性。 获得了随机持续的充分条件。 给出了一些例子和数值模拟来说明我们的结果。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号