On limit periodicity of discrete time stochastic processes
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Rodkina, A. and Dokuchaev, N. and Appleby, J. 2014. On limit periodicity of discrete time stochastic processes. Stochastics and Dynamics. 14 (4): 1450011.
Stochastics and Dynamics
Electronic version of an article published in Stochastics and Dynamics, 14 (4): 1450011. DOI: 10.1142/S0219493714500117. © copyright World Scientific Publishing Company http://www.worldscientific.com/worldscinet/sd
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 of the solution. In particular, we established sufficient conditions for convergence of the solution in mean square or almost surely to some stochastic periodic process.
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