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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.24
D.V Koroliuk,1 V.S. Koroliuk2

A DIFFERENCE DIFFUSION MODEL WITH TWO EQUILIBRIUM STATES

Abstract. A difference diffusion model with two equilibrium states is given by a stochastic equation with two components: a predictable one, defined by increments regression function with two equilibrium states and a stochastic one, which is a martingale difference. Zone classification based on the asymptotic properties of the trajectories of statistical experiments is proposed. The asymptotic behavior of statistical experiments defined by sums of N sample values for N → ∞ is analyzed.

Keywords: discrete Markov diffusion, evolutionary process, classification of equilibrium states, stochastic approximation.



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1 Institute of Telecommunications and Global Information Space, National Academy of Sciences of Ukraine, Kyiv, Ukraine,
e-mail: dimitri.koroliouk@ukr.net.

2 Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukraine,
e-mail: vskorol@yahoo.com.

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