Skip to main content
Log in

A class of nonlinear processes admitting complete study

  • Published:
Moscow University Mathematics Bulletin Aims and scope

Abstract

A sample of a nonlinear random walk on the discrete line ℤ is considered. It is shown that for some choice of parameters it possesses certain properties absent in the classic case. For example, it has a one-parametric family of invariant measures and a motion integral.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Kac, Some Probability Problems in Physics and Mathematics (Nauka, Moscow, 1976) [in Russian].

  2. N. Antunes, C. Pricker, P. Robert, and D. Tibi, “Stochastic Networks with Multiple Stable Points,” Ann. Probab. 36 (1), 255 (2008).

    Article  MathSciNet  Google Scholar 

  3. M. Bena and J. Le Boudec, “A Class of Mean Field Interaction Models for Computer and Communication Systems,” Performance Evaluation 65 (11), 823 (2008).

    MATH  Google Scholar 

  4. A. Rybko and S. Shlosman, “Poisson Hypothesis for Information Networks,” Moscow Math. J. 5 (3), 679 (2005).

    MathSciNet  Google Scholar 

  5. V. Kolokoltsov, Nonlinear Markov Processes and Kinetic Equations (Cambridge Univ. Press, Cambridge, 2010).

  6. A. Sznitman, Topics in Propagation of Chaos (Calcul des probabilités, Saint-Flour, 1989).

  7. S. Benachour, B. Roynette, D. Talay, and P. Vallois, “Nonlinear Selfstabilizing Processes. I: Existence, Invariant Probability, Propagation of Chaos,” Stochast. Procès. Appl. 75 (2), 173 (1998).

    Article  MathSciNet  MATH  Google Scholar 

  8. S. Benachour, B. Roynette, and P. Vallois, “Nonlinear Self-Stabilizing Processes. II: Convergence to Invariant Probability,” Stochast. Procès. Appl. 75 (2), 203 (1998).

    Article  MathSciNet  Google Scholar 

  9. A. V. Bulinskii and A. N. Shiryaev, Theory of Random, Processes (Fizmatlit, Moscow, 2004) [in Russian].

  10. A. N. Shiryaev, “Martingale Methods in Problem of Boundary Crossing in Brownian Motion,” Sovremen. Prolemy Matem. 8 (1), 3 (2007).

    Article  MATH  Google Scholar 

  11. S. Muzychka and K. Vaninsky, “A Class of Nonlinear Random Walks Related to the Ornstein-Uhlenbeck Process,” Markov Processes and Related Fields 17 (2), 277 (2012).

    MathSciNet  MATH  Google Scholar 

  12. T. M. Ligget, Interacting Particle Systems (Springer-Verlag, Berlin, Heidelberg, N.Y., 1985; Mir, Moscow, 1989).

  13. K. Yosida, Functional Analysis (Springer-Verlag, 1971).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to S. A. Muzychka.

Additional information

Original Russian Text © S. A. Muzychka, 2015, published in Vestnik Moskovskogo Universiteta, Matematika. Mekhanika, 2015, Vol. 70, No. 3, pp. 55–57.

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Muzychka, S.A. A class of nonlinear processes admitting complete study. Moscow Univ. Math. Bull. 70, 141–143 (2015). https://doi.org/10.3103/S0027132215030080

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.3103/S0027132215030080

Keywords

Navigation