A. Logachov, O. Logachova, E. Pechersky, E. Presman, A. Yambartsev
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引用次数: 0
Abstract
The symmetric birth and death stochastic process on the non-negative integers x ∈ Z + with polynomial rates x α , α ∈ [1, 2], x 6= 0, is studied. The process moves slowly and spends more time in the neighborhood of the state 0. We prove the convergence of the scaled process to a solution of stochastic differential equation without drift. Sticking phenomenon appears at the limiting process: trajectories, starting from any state, take finite time to reach 0 and remain there indefinitely.
期刊介绍:
Markov Processes And Related Fields
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