pith. sign in

arxiv: 1308.0872 · v2 · pith:EIT3K7UPnew · submitted 2013-08-05 · 🧮 math.DS · math.OC

On limit periodicity of discrete time stochastic processes

classification 🧮 math.DS math.OC
keywords discreteperiodicperiodicitysolutionstochastictimeadditivealmost
0
0 comments X
read the original 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 for the solution. In particular, we found sufficient conditions for existence of a periodic process such that the solution converges to it, including almost surely convergence.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.