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

In: ArXiv.org, 2016.

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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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@article{9025c2aa20124039a9904ec2ec617754,
title = "A note on scaling limits for truncated birth-and-death processes with interaction",
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.",
author = "Vadim Shcherbakov and Anatoli Yambartsev",
year = "2016",
language = "English",
journal = "ArXiv.org",

}

RIS

TY - JOUR

T1 - A note on scaling limits for truncated birth-and-death processes with interaction

AU - Shcherbakov, Vadim

AU - Yambartsev, Anatoli

PY - 2016

Y1 - 2016

N2 - 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.

AB - 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.

M3 - Article

JO - ArXiv.org

JF - ArXiv.org

ER -