Acta mathematica scientia,Series B ›› 2004, Vol. 24 ›› Issue (2): 301-306.

• Articles • Previous Articles     Next Articles

WEAK LIMITS OF EMPIRICAL MEASURES FOR A FAMILY OF DIFFUSION PROCESSES

XI Fu-Bao, DIAO Li-Qin   

  1.  | 
  • Online:2004-07-20 Published:2004-07-20
  • Supported by:

    Partially supported by the National Natural Science Foundation of China.

Abstract:

This paper considers diffusion processes {X?(t)} on R2, which are pertur-
bations of dynamical system {X(t)}  on R2. By means of weak
convergence of probability measures, the authors characterize the limit behavior for em-
pirical measures of {X?(t)} in a neighborhood domain of saddle point of the dynamical
system as the perturbations tend to zero.

Key words: Empirical measures, weak convergence;saddle point

CLC Number: 

  •  
Trendmd