On limit periodicity of discrete time stochastic processes
MetadataShow full item record
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.
Showing items related by title, author, creator and subject.
Derakhshandeh, S.; Golshan, M.; Ghazizadeh, M.; Masoum, Mohammad Sherkat (2017)Industrial parks are forming industrial microgrids (IMGs) with factories, distributed energy resources, electric loads, heat loads, and combined heat and power systems as well as renewable distributed energy resources and ...
Risk constrained short-term scheduling with dynamic line ratings for increased penetration of wind powerBanerjee, B.; Jayaweera, D.; Islam, Syed (2015)© 2015 Elsevier Ltd. Limited transmission capacity may lead to network congestion which results in wind curtailment during periods of high availability of wind. Conventional congestion management techniques usually involve ...
Arandjelovic, O.; Pham, DucSon; Venkatesh, S. (2015)The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements ...