Convergence of Markov processes near saddle fixed points
نویسندگان
چکیده
منابع مشابه
Convergence of Markov Processes Near Saddle Fixed Points
We consider sequences (XN t )t≥0 of Markov processes in two dimensions whose fluid limit is a stable solution of an ordinary differential equation of the form ẋt = b(xt), where b(x) = (−μ 0 0 λ ) x+τ(x) for some λ, μ > 0 and τ(x) = O(|x|2). Here the processes are indexed so that the variance of the fluctuations of XN t is inversely proportional to N . The simplest example arises from the OK Cor...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2007
ISSN: 0091-1798
DOI: 10.1214/009117906000000836