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数学
Ergodicity of a Class of Nonlinear Time Series Models in Random Environment Domain
 
<正>In this paper,we study the problem of a variety of nonlinear time series model X_(n+1)=T_(Z_(n+1)))(X(n),…,X(n-Z_(n+1)),e_(n+1)(Z_(n+1))) in which {Z_n} is a Markov chain with finite state space,and for every state i of the Markov chain,{e_n(i)} is a sequence of independent and identically distributed random variables.Also, the limit behavior of the sequence {X_n} defined by the above model is investigated.Some new novel results on the underlying models are presented.
领 域:
数学
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Acta Mathematicae Applicatae Sinica(English Series)
2010年01期

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