Random dynamical systems: a review

Random dynamical systems: a review
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DOI:
10.1007/s00199-003-0357-4
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发表时间:
2003-12-01
期刊:
影响因子:
1.3
通讯作者:
Majumdar, M
Majumdar, M
中科院分区:
经济学3区
文献类型:
--
作者:
Bhattacharya, R;Majumdar, M

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本文回顾了随机动力系统稳定性的一些结果,并指出了随机增长模型、线性和非线性时间序列模型、不变分布的统计估计以及二次映射的随机迭代的许多应用。
This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps.