Stationary Distribution of Stochastic Population Dynamics in State-Dependent Random Environments

报告人：席福宝

报告地点：腾讯会议ID:591389197

报告时间：2021年10月25日星期一9:30-10:30

报告摘要：

This work studies the stationary distribution of stochastic Lotka-Volterra population dynamics in state-dependent random environments. We first use the stochastic comparison approach to handle the difficulty caused by the state-dependent regime-switching. Then the ergodic property and positive recurrence are investigated by the theory of $M$-matrix under small perturbation.  The mean of the stationary distribution is also estimated. At last, the main results are illustrated by a numerical example. This is a joint work with Huijie Ji.

主讲人简介：

席福宝，北京理工大学教授，博士生导师。担任中国概率统计学会理事，中国工程概率统计学会常务理事，美国《Math. Reviews》评论员。主要从事马氏过程与随机分析领域的研究工作，特别地，关于含小参数的切换扩散过程的大偏差，切换跳扩散过程的随机稳定性、Feller性、强Feller性、指数遍历性、强遍历性以及收敛速度估计等方面，取得了一系列重要研究成果；在SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Differential Equations, Journal of Applied Probability, Science China Mathematics等国内外重要学术期刊上发表论文50余篇。