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Stationary Distribution in Open Stochastic System with Pairwise Interactions of Particles

Authors: Lange A.M. Published: 22.04.2014
Published in issue: #1(16)/2005  
DOI:

 
Category: Mathematics and Mechanics  
Keywords:

A discrete Markovian model of a system with external source of particles and their pairwise interactions is considered. Solutions to the stationary second Kolmogorov’s equation using special functions are obtained as well as asymptotic mean and variance for the stationary distribution whose asymptotic normality is shown with the large intensity of the new particles arrival.