Critical phenomenon of a two component nonlinear stochastic system

Xiong Chen and Shui Feng

Statistics & Probability Letters, 1996, vol. 30, issue 2, 147-155

Abstract: In this paper, we introduce a nonlinear stochastic model with two components. Interaction is allowed between the two components of the system. A detailed discussion is given of the relation of the interaction to the stationary distributions of the system. Let [alpha] be the transition rate from the first component to the second. It is shown, by concrete examples, that the number of stationary distributions varies as [alpha] crosses some critical values. These results provide a qualitatively correct picture for some phenomena in physics and chemistry.

Keywords: Nonlinear; stochastic; system; Pure; jump; Markov; process; Coupling; Phase; transition (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00213-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:30:y:1996:i:2:p:147-155

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().