STOCHASTICALLY RECURSIVE SEQUENCES AND THEIR GENERALIZATIONS

STOCHASTICALLY RECURSIVE SEQUENCES AND THEIR GENERALIZATIONS
复制标题

随机递归序列及其推广

DOI：
--
复制
发表时间：
1992
期刊：
影响因子：
--
通讯作者：
S. Foss
S. Foss
中科院分区：
--
文献类型：
--
作者：
A. A. Borovkov;S. Foss

文献摘要

被引文献

相似文献

本文讨论了随机递归序列{ X（n）}，它定义为方程X（n + 1）= f（X（n），n）的解（其中n是给定的随机序列），并讨论了更一般性质的随机序列，即递归链。建立了它们的存在性、遍历性、稳定性定理，构造了平稳优变量。与这里研究的连续时间过程被认为是以及。
The paper deals with the stochastically recursive sequences { X ( n ) } defined as the solutions of equations X ( n + 1 ) = f ( X ( n ) , ξn ) (where ξn is a given random sequence), and with random sequences of a more general nature, named recursive chains. For those the theorems of existence, ergodicity, stability are established, the stationary majorants are constructed. Continuous-time processes associated with ones studied here are considered as well.