stationarity
ergodicity
Matkowski’s FPT
comparison function
|
|
|
|---|---|
| Συλλογές | |
| Τίτλος |
Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT |
| Δημιουργός |
Arvanitis, Stelios |
| Τύπος |
Text |
| Φυσική περιγραφή |
6 pages |
| Αναγνωριστικό |
http://www.pyxida.aueb.gr/index.php?op=view_object&object_id=5297 |
| Περίληψη |
We establish the existence of a unique stationary and ergodic solution for systems of stochastic recurrence equations defined by stochastic self-maps on Polish metric spaces based on the fixedpoint theorem of Matkowski. The results can be useful in cases where the stochastic Lipschitz co-efficients implied by the currently used method either do not exist, or lead to the imposition ofunecessarily strong conditions for the derivation of the solution. |
| Λέξη κλειδί |
stochastic recurrence equations stationarity ergodicity Matkowski’s FPT comparison function |
| Διαθέσιμο από |
2017-03-13 16:09:56 |
| Ημερομηνία έκδοσης |
03/13/2017 |
| Ημερομηνία κατάθεσης |
2017-03-13 16:09:56 |
| Δικαιώματα χρήσης |
Free access |
| Άδεια χρήσης |
https://creativecommons.org/licenses/by/4.0/ |