arXiv · 1308.0872
On limit periodicity of discrete time stochastic processes
Abstract
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found sufficient conditions for existence of a periodic process such that the solution converges to it, including almost surely convergence.
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Alexandra Rodkina, Nikolai Dokuchaev, John Appleby. 2013-08-05. On limit periodicity of discrete time stochastic processes. https://arxiv.org/abs/1308.0872
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