On limit periodicity of discrete time stochastic processes
| dc.contributor.author | Rodkina, A. | |
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.contributor.author | Appleby, J. | |
| dc.date.accessioned | 2017-01-30T10:30:37Z | |
| dc.date.available | 2017-01-30T10:30:37Z | |
| dc.date.created | 2014-05-25T20:00:32Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | Rodkina, A. and Dokuchaev, N. and Appleby, J. 2014. On limit periodicity of discrete time stochastic processes. Stochastics and Dynamics. 14 (4): 1450011. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/3364 | |
| dc.identifier.doi | 10.1142/S0219493714500117 | |
| dc.description.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. | |
| dc.publisher | World Scientific | |
| dc.subject | stochastic difference equations | |
| dc.subject | discrete time dynamic systems | |
| dc.subject | periodic solutions | |
| dc.title | On limit periodicity of discrete time stochastic processes | |
| dc.type | Journal Article | |
| dcterms.source.volume | 14 | |
| dcterms.source.startPage | 1 | |
| dcterms.source.endPage | 9 | |
| dcterms.source.issn | 02194937 | |
| dcterms.source.title | Stochastics and Dynamics | |
| curtin.note |
Electronic version of an article published in Stochastics and Dynamics, 14 (4): 1450011. DOI: 10.1142/S0219493714500117. © copyright World Scientific Publishing Company | |
| curtin.department | ||
| curtin.accessStatus | Open access |