Mean and quasideterministic equivalence for linear stochastic dynamics.

F B Hanson; D Ryan

doi:10.1016/0025-5564(89)90010-2

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Mean and quasideterministic equivalence for linear stochastic dynamics.

F B Hanson·D Ryan

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Abstract

In linear, stochastic dynamics it is shown that the quasideterministic population size is equivalent to the mean population size. The quasideterministic dynamics are defined by the conditional infinitesimal mean of the process. The stochastic component of the dynamics includes both Gaussian and Poisson white noise, with amplitude coefficients proportional to the population size. Generalizations are given for nonautonomous coefficients and for distributed Poisson jump amplitudes. A counter example--an exactly integrable nonlinear jump model--shows that the equivalence result does not hold for nonlinear stochastic dynamics.

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Linear Models Markov Chains Normal Distribution Poisson Distribution Population Dynamics Journal Article Research Support, Non-U.S. Gov't Research Support, U.S. Gov't, Non-P.H.S.

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F B Hanson, D Ryan. 1989. Mean and quasideterministic equivalence for linear stochastic dynamics.. https://doi.org/10.1016/0025-5564(89)90010-2

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