This article addresses a stochastic ratio-dependent predator-prey system with Leslie-Gower and Holling type II schemes. Firstly, the existence of the global positive solution is shown by the comparison theorem of stoc...This article addresses a stochastic ratio-dependent predator-prey system with Leslie-Gower and Holling type II schemes. Firstly, the existence of the global positive solution is shown by the comparison theorem of stochastic differential equations. Secondly, in the case of persistence, we prove that there exists a ergodic stationary distribution. Finally, numerical simulations for a hypothetical set of parameter values are presented to illustrate the analytical findings.展开更多
In this paper,we study the quasi-stationarity and quasi-ergodicity of general Markov processes.We show,among other things,that if X is a standard Markov process admitting a dual with respect to a finite measure m and ...In this paper,we study the quasi-stationarity and quasi-ergodicity of general Markov processes.We show,among other things,that if X is a standard Markov process admitting a dual with respect to a finite measure m and if X admits a strictly positive continuous transition density p(t,x,y)(with respect to m)which is bounded in(x,y)for every t>0,then X has a unique quasi-stationary distribution and a unique quasi-ergodic distribution.We also present several classes of Markov processes satisfying the above conditions.展开更多
In this paper, we prove some limit theorems for killed Brownian motion during its life time. The emphases are on quasi-stationarity and quasi-ergodicity and related problems. On one hand, using an eigenfunction expans...In this paper, we prove some limit theorems for killed Brownian motion during its life time. The emphases are on quasi-stationarity and quasi-ergodicity and related problems. On one hand, using an eigenfunction expansion for the transition density, we prove the existence and uniqueness of both quasi-stationary distribution (qsd) and mean ratio quasi-stationary distribution (mrqsd). The later is shown to be closely related to laws of large numbers (LLN) and to quasi-ergodicity. We further show that the mrqsd is the unique stationary distribution of a certain limiting ergodic diffusion process of the BM conditioned on not having been killed. We also show that a phase transition occurs from mrqsd to qsd. On the other hand, we study the large deviation behavior related to the above problems. A key observation is that the mrqsd is the unique minimum of certain large deviation rate function. We further prove that the limiting diffusion process also satisfies a large deviation principle with the rate function attaining its unique minimum at the mrqsd. These give interpretations of the mrqsd from different points of view, and establish some intrinsic connections among the above topics. Some general results concerning Yaglom limit, moment convergence and LLN are also obtained.展开更多
基金supported by NSFC of China Grant(11371085)the Fundamental Research Funds for the Central Universities(15CX08011A)
文摘This article addresses a stochastic ratio-dependent predator-prey system with Leslie-Gower and Holling type II schemes. Firstly, the existence of the global positive solution is shown by the comparison theorem of stochastic differential equations. Secondly, in the case of persistence, we prove that there exists a ergodic stationary distribution. Finally, numerical simulations for a hypothetical set of parameter values are presented to illustrate the analytical findings.
基金supported by National Natural Science Foundation of China(GrantNo.11171010)Beijing Natural Science Foundation(Grant No.1112001)
文摘In this paper,we study the quasi-stationarity and quasi-ergodicity of general Markov processes.We show,among other things,that if X is a standard Markov process admitting a dual with respect to a finite measure m and if X admits a strictly positive continuous transition density p(t,x,y)(with respect to m)which is bounded in(x,y)for every t>0,then X has a unique quasi-stationary distribution and a unique quasi-ergodic distribution.We also present several classes of Markov processes satisfying the above conditions.
基金supported by National Natural Science Foundation of China(Grant No. 10971253)
文摘In this paper, we prove some limit theorems for killed Brownian motion during its life time. The emphases are on quasi-stationarity and quasi-ergodicity and related problems. On one hand, using an eigenfunction expansion for the transition density, we prove the existence and uniqueness of both quasi-stationary distribution (qsd) and mean ratio quasi-stationary distribution (mrqsd). The later is shown to be closely related to laws of large numbers (LLN) and to quasi-ergodicity. We further show that the mrqsd is the unique stationary distribution of a certain limiting ergodic diffusion process of the BM conditioned on not having been killed. We also show that a phase transition occurs from mrqsd to qsd. On the other hand, we study the large deviation behavior related to the above problems. A key observation is that the mrqsd is the unique minimum of certain large deviation rate function. We further prove that the limiting diffusion process also satisfies a large deviation principle with the rate function attaining its unique minimum at the mrqsd. These give interpretations of the mrqsd from different points of view, and establish some intrinsic connections among the above topics. Some general results concerning Yaglom limit, moment convergence and LLN are also obtained.
