Stationary distribution and ergodicity of stochastic Wright's mutualism model with regime‐switching

Stat ◽  
2021 ◽  
Author(s):  
Xu Li
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Stationary Distribution And Ergodicity ◽  
Mutualism Model

The stationary distribution and ergodicity of a stochastic mutualism model

2018 ◽  
Vol 68 (3) ◽  
pp. 685-690 ◽  
Author(s):  
Jingliang Lv ◽  
Sirun Liu ◽  
Heng Liu
Keyword(s):  
Stochastic Model ◽  
Stationary Distribution ◽  
Sufficient Conditions ◽  
Ergodic Property ◽  
Model Simulations ◽  
Analytical Results ◽  
Stationary Distribution And Ergodicity ◽  
Mutualism Model ◽  
Mutualism System

Abstract This paper is concerned with a stochastic mutualism system with toxicant substances and saturation terms. We obtain the sufficient conditions for the existence of a unique stationary distribution to the equation and it has an ergodic property. It is interesting and surprising that toxicant substances have no effect on the stationary distribution of the stochastic model. Simulations are also carried out to confirm our analytical results.

scholarly journals Stationary distribution of a stochastic hybrid phytoplankton model with allelopathy

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Weiming Ji ◽  
Zhaojuan Wang ◽  
Guixin Hu
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Heterocapsa Triquetra

Abstract This research proposes and delves into a stochastic competitive phytoplankton model with allelopathy and regime-switching. Sufficient criteria are proffered to ensure that the model possesses a unique ergodic stationary distribution (UESD). Furthermore, it is testified that these criteria are sharp on certain conditions. Some critical functions of regime-switching on the existence of a UESD of the model are disclosed: regime-switching could lead to the appearance of the UESD. The theoretical findings are also applied to research the evolution of Heterocapsa triquetra and Chrysocromulina polylepis.

Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching

2020 ◽  
Vol 57 (1) ◽  
pp. 266-279
Author(s):  
Zhongwei Liao ◽  
Jinghai Shao
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Lévy Noise ◽  
Time Behavior ◽  
Long Time Behavior ◽  
Lévy Measure ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Long Time ◽  
Levy Noise

AbstractWe investigate the long-time behavior of the Ornstein–Uhlenbeck process driven by Lévy noise with regime switching. We provide explicit criteria on the transience and recurrence of this process. Contrasted with the Ornstein–Uhlenbeck process driven simply by Brownian motion, whose stationary distribution must be light-tailed, both the jumps caused by the Lévy noise and the regime switching described by a Markov chain can derive the heavy-tailed property of the stationary distribution. The different role played by the Lévy measure and the regime-switching process is clearly characterized.

Stationary distribution of stochastic population systems under regime switching

2014 ◽  
Vol 244 ◽  
pp. 235-243 ◽  
Author(s):  
Adel Settati ◽  
Aadil Lahrouz
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Stochastic Population Systems
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