摘要
用两种方法证明了一维Brusselator模型对应的Q过程非强遍历.对一个修正的一维Brusse—lator模型,证明了其对应的Q过程是强遍历的.应用其方法研究了一类扩展的分支过程,得到该过程强遍历的一个必要条件.
In the paper, it is proven that the Q-process corresponding to one-dimensional Brusselator model is not strongly ergodic by two different methods. Meanwhile, for a one-dimensional modified Brusselator model, the strong ergodicity of the corresponding Q-process is deduced. Applying the ideas for an extended class of continuous-time branching processes, one necessary condition is obtained for the strong ergodicity of the processes.
出处
《应用概率统计》
CSCD
北大核心
2005年第3期225-234,共10页
Chinese Journal of Applied Probability and Statistics
基金
973项目
国家自然科学基金(批准号10121101
10025105和10101003)教育部博士点基拿(批准号20010027007和20040027009)资助项目.
