A note on scaling limits for truncated birth-and-death processes with interaction. / Shcherbakov, Vadim; Yambartsev, Anatoli.

In: ArXiv.org, 2016.

Research output: Contribution to journalArticlepeer-review

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Abstract

In this note we consider a Markov chain formed by a finite system of truncated birth-death processes with local interaction. We study an asymptotic behaviour of the Markov chain as the range of possible values of its components becomes large. In particular, we show that appropriately scaled Markov chain converges to a diffusion process, and derive conditions for existence of the stationary distribution of the limit diffusion process in some special cases.
Original languageEnglish
JournalArXiv.org
Publication statusUnpublished - 2016
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 29045048