论文标题

具有两个平衡状态的差分扩散模型

Differential diffusion model with two equilibrium states

论文作者

Koroliouk, D., Koroliuk, V. S.

论文摘要

具有两个平衡状态的差扩散模型由带有两个组分的随机方程给出:预测一个由两个平衡的增量的回归函数和随机差异确定,一个是martingale差异。我们提出了根据统计实验轨迹的渐近特性的平衡影响区域的分类。我们研究统计实验的渐近行为,由$ n $样本值($ n \ to \ infty $)确定。

The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one, which is the martingale difference. We propose a classification of zones of influence of equilibriums according to asymptotic properties of trajectories of statistical experiments. We study asymptotic behavior of statistical experiments, determined by the sums of $N$ sample values, as $N\to\infty$.

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