Koroliuk D.V., Koroliuk V.S.
A difference diffusion model with two equilibrium states

A difference diffusion model with two equilibrium states is given by the stochastic equations with two components: a predictable one, defined by increments regression function with two equilibrium states, and a stochastic one, which is a martingale difference. A classification of zones is proposed based on the asymptotic properties of the trajectories of statistical experiments. The asymptotic behavior of statistical experiments defined by sums of N sample values as N → ∞ is investigated. © 2017, Springer Science+Business Media, LLC, part of Springer Nature.

Keywords: classification of equilibrium states, discrete Markov diffusion, evolutionary process, stochastic approximation, Stochastic models, Stochastic systems, Asymptotic behaviors, Asymptotic properties, Equilibrium state, Evolutionary process, Markov diffusions, Martingale difference, Statistical experiments, Stochastic approximations, Diffusion

Cite:
Koroliuk D.V., Koroliuk V.S. (2017). A difference diffusion model with two equilibrium states. Cybernetics and Systems Analysis, 53 (6), 107-117. doi: https://doi.org/10.1007/s10559-017-9993-8 http://jnas.nbuv.gov.ua/article/UJRN-0000782705 [In Ukrainian].