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arXiv · 1612.06988

On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization

Serdar Yüksel
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Abstract

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper investigates stochastic stability properties of a class of non-Markovian processes, where the existence of a stationary measure, asymptotic mean stationarity and ergodicity conditions are studied. Applications in feedback quantization and stochastic control are presented.

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Serdar Yüksel. 2018-01-03. On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization. https://doi.org/10.1137/140984154

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