On limit periodicity of discrete time stochastic processes
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...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
World Scientific
2014
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/3364 |