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Critical phenomenon of a two component nonlinear stochastic system

Author

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  • Chen, Xiong
  • Feng, Shui

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.

Suggested Citation

  • Chen, Xiong & Feng, Shui, 1996. "Critical phenomenon of a two component nonlinear stochastic system," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 147-155, October.
  • Handle: RePEc:eee:stapro:v:30:y:1996:i:2:p:147-155
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    References listed on IDEAS

    as
    1. Feng, S. & Zheng, X., 1992. "Solutions of a class of nonlinear master equations," Stochastic Processes and their Applications, Elsevier, vol. 43(1), pages 65-84, November.
    2. Feng, Shui, 1995. "Nonlinear master equation of multitype particle systems," Stochastic Processes and their Applications, Elsevier, vol. 57(2), pages 247-271, June.
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