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The explicit expression of non-trivial stationary distribution of SDEs under regime switching.
Guixin Hu
Published in:
Appl. Math. Lett. (2020)
Keyphrases
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stationary distribution
markov chain
random walk
product form
queue length
queueing networks
queueing model
state dependent
initial state
sufficient conditions
transition probabilities
steady state
service rates
bayesian networks
finite state
dynamical systems