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Dynamical properties of a logistic growth model with cross-correlated noises

Author

Listed:
  • Wang, Cheng-Yu
  • Gao, Yun
  • Wang, Xue-Wen
  • Song, Yu-min
  • Zhou, Peng
  • Yang, Hai

Abstract

A logistic growth model driven by additive and multiplicative noises which are correlated with each other is investigated. Using the Novikov theorem and the projection operator method, we obtain the analytic expressions of the stationary probability distribution pst(x), the relaxation time Tc, and the normalized correlation function C(s) of this system. The computational results show that the relaxation time Tc increases as the cross-correlated time τ increases, but decreases while the cross-correlated strength λ increases. The relationship between the relaxation time C(s) and the decay time s is given. Correlation time τ and correlation strength λ play an opposite role on dynamic properties in this logistic growth model.

Suggested Citation

  • Wang, Cheng-Yu & Gao, Yun & Wang, Xue-Wen & Song, Yu-min & Zhou, Peng & Yang, Hai, 2011. "Dynamical properties of a logistic growth model with cross-correlated noises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(1), pages 1-7.
    • Handle: RePEc:eee:phsmap:v:390:y:2011:i:1:p:1-7
    DOI: 10.1016/j.physa.2010.03.053
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    Cited by:

    1. Moriguchi, Kai, 2018. "An approach for deriving growth equations for quantities exhibiting cumulative growth based on stochastic interpretation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1150-1163.

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