On limit periodicity of discrete time stochastic processes
Access Status
Open access
Authors
Rodkina, A.
Dokuchaev, Nikolai
Appleby, J.
Date
2014Type
Journal Article
Metadata
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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.
Source Title
Stochastics and Dynamics
ISSN
Remarks
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
Collection
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 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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