Asymptotic behaviour of  random tridiagonal Markov chains in biological applications

Peter E. Kloeden; Victor Kozyakin

doi:10.3934/dcdsb.2013.18.453

Article Contents

2013, Volume 18, Issue 2: 453-465. Doi: 10.3934/dcdsb.2013.18.453

This issue Previous Article Bifurcation of periodic solutions from a degenerated cycle in equations of neutral type with a small delay Next Article Periodic canard trajectories with multiple segments following the unstable part of critical manifold

Asymptotic behaviour of random tridiagonal Markov chains in biological applications

Peter E. Kloeden^1, and
Victor Kozyakin^2,

1.
Institut für Mathematik, Goethe Universität, D-60054 Frankfurt am Main
2.
Institute for Information Transmission Problems, Russian Academy of Sciences, Bolshoj Karetny lane 19, Moscow 127994 GSP-4

Received: January 31, 2011

Revised: April 30, 2012

Published: February 2013

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Abstract

Discrete-time discrete-state random Markov chains with a tridiagonal generator are shown to have a random attractor consisting of singleton subsets, essentially a random path, in the simplex of probability vectors. The proof uses the Hilbert projection metric and the fact that the linear cocycle generated by the Markov chain is a uniformly contractive mapping of the positive cone into itself. The proof does not involve probabilistic properties of the sample path $\omega$ and is thus equally valid in the nonautonomous deterministic context of Markov chains with, say, periodically varying transitions probabilities, in which case the attractor is a periodic path.

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Mathematics Subject Classification: Primary: 15B48, 15B52, 37H10; Secondary: 15B51, 60J10, 92C99.

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