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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection
期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 125, 页码: 43-93
Authors:
Chen, Lifeng
;
Dong, Zhao
;
Jiang, Jifa
;
Niu, Lei
;
Zhai, Jianliang
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View/Download:172/0
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Submit date:2020/01/10
Stochastic Lotka-Volterra system
Stationary measure
Ergodicity
Support
Stochastically cyclical oscillation
Turbulence
Singularly perturbed Markov chains: Limit results and applications
期刊论文
ANNALS OF APPLIED PROBABILITY, 2007, 卷号: 17, 期号: 1, 页码: 207-229
Authors:
Yin, George
;
Zhang, Hanqin
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View/Download:104/0
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Submit date:2018/07/30
singular perturbation
Markov chain
asymptotic expansion
occupation measure
diffusion process
Two-time-scale Markov chains and applications to quasi-birth-death queues
期刊论文
SIAM JOURNAL ON APPLIED MATHEMATICS, 2005, 卷号: 65, 期号: 2, 页码: 567-586
Authors:
Yin, G
;
Zhang, HQ
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Submit date:2018/07/30
Markov chain
singular perturbation
countable state space
asymptotic expansion
occupation measure
aggregation
switching diffusion
quasi-birth-death queue
Countable-state-space Markov chains with two time scales and applications to queueing systems
期刊论文
ADVANCES IN APPLIED PROBABILITY, 2002, 卷号: 34, 期号: 3, 页码: 662-688
Authors:
Yin, G
;
Zhang, HQ
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View/Download:86/0
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Submit date:2018/07/30
Markov chain
singular perturbation
countable state space
asymptotic expansion
occupation measure
functional central limit theorem
M(t)/M(t)/1 queue
fluid model
Multifractal structure of a general subordinator
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2000, 卷号: 88, 期号: 2, 页码: 245-258
Authors:
Hu, XY
;
Taylor, SJ
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Submit date:2018/07/30
multifractal structure
general subordinator
Hausdorff dimension
thin points
Multifractal analysis of the occupation measures of a kind of stochastic processes
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 卷号: 80, 期号: 2, 页码: 249-269
Authors:
Hu, XY
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Submit date:2018/07/30
local dimension
Hausdorff dimension
packing dimension
multifractal spectrum