HUANG Liping, . THE WEAK CONVERGENCE OF MULTIDIMENSIONAL JUMP PROCESSES[J]. Chinese Journal of Applied Probability and Statistics, 1987, 3(3): 243-249.
Citation: HUANG Liping, . THE WEAK CONVERGENCE OF MULTIDIMENSIONAL JUMP PROCESSES[J]. Chinese Journal of Applied Probability and Statistics, 1987, 3(3): 243-249.

THE WEAK CONVERGENCE OF MULTIDIMENSIONAL JUMP PROCESSES

  • Using the weak convergence theorem of T. G. Kurtz and the Liapunov stability theory of multi-dimensional systems, we discuss the weak convergence of the nonlinear multi-dimensional jump processes,\sqrtN\left(x_N-\hatx\right) to one diffusion process, where xN is reaction-diffusion process, N the reaction volume, and \hatx the stable state of the correspondent deterministic system.
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