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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| Online Access: | http://hdl.handle.net/20.500.11937/3364 |
| _version_ | 1848744211431555072 |
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| author | Rodkina, A. Dokuchaev, Nikolai Appleby, J. |
| author_facet | Rodkina, A. Dokuchaev, Nikolai Appleby, J. |
| author_sort | Rodkina, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T05:57:51Z |
| format | Journal Article |
| id | curtin-20.500.11937-3364 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T05:57:51Z |
| publishDate | 2014 |
| publisher | World Scientific |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-33642019-02-19T04:26:20Z On limit periodicity of discrete time stochastic processes Rodkina, A. Dokuchaev, Nikolai Appleby, J. stochastic difference equations discrete time dynamic systems periodic solutions 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. 2014 Journal Article http://hdl.handle.net/20.500.11937/3364 10.1142/S0219493714500117 World Scientific fulltext |
| spellingShingle | stochastic difference equations discrete time dynamic systems periodic solutions Rodkina, A. Dokuchaev, Nikolai Appleby, J. On limit periodicity of discrete time stochastic processes |
| title | On limit periodicity of discrete time stochastic processes |
| title_full | On limit periodicity of discrete time stochastic processes |
| title_fullStr | On limit periodicity of discrete time stochastic processes |
| title_full_unstemmed | On limit periodicity of discrete time stochastic processes |
| title_short | On limit periodicity of discrete time stochastic processes |
| title_sort | on limit periodicity of discrete time stochastic processes |
| topic | stochastic difference equations discrete time dynamic systems periodic solutions |
| url | http://hdl.handle.net/20.500.11937/3364 |