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This article is cited in 1 scientific paper (total in 1 paper)
Concerning a stochastic dynamical system
Z. I. Bezhaevaa, V. I. Oseledetsb a Moscow State Institute of Electronics and Mathematics
b M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We study the discrete-time dynamical system
$$
X_{n+1}=2\sigma\cos(2\pi\theta_n)g(X_n),\qquad n\in\mathbb Z,
$$
Where $\theta_n$ is an ergodic stationary process whose univariate distribution is uniform on the interval $[0,1]$, the function $g(x)$ is odd, bounded, increasing, and continuous, and $\mathbb Z$ is the ring of integers. It is proved that under certain conditions there exists a unique stationary process that is a solution of the above equation and this process has a continuous purely singular spectrum.
Received: 04.05.1995
Citation:
Z. I. Bezhaeva, V. I. Oseledets, “Concerning a stochastic dynamical system”, Mat. Zametki, 61:6 (1997), 803–809; Math. Notes, 61:6 (1997), 675–680
Linking options:
https://www.mathnet.ru/eng/mzm1564https://doi.org/10.4213/mzm1564 https://www.mathnet.ru/eng/mzm/v61/i6/p803
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