|
Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 241–262
(Mi tvp3034)
|
|
|
|
This article is cited in 22 scientific papers (total in 22 papers)
Ergodic and stability theorems for a class of stochastic equations and their applications
A. A. Borovkov Novosibirsk
Abstract:
Let $\{\tau_j,\infty<j<\infty\}$ be a vector valued stationary metrically transitive sequence and let the sequence $w_n$ (also vector valued) be defined by relations $w_{n+1}=f(w_n,\tau_n)$, $n\ge 1$. We study the conditions under which the sequence $\{w_{n+k}\colon k\ge 0\}$ converges to some stationary sequence $\{w^k\colon k\ge 0\}$ as $n\to\infty$, and the conditions, under which the latter will be stable when the variations of the governing sequence $\{\tau_j\}$ are small. Applications to many-channel queueing systems are considered.
Received: 25.01.1977
Citation:
A. A. Borovkov, “Ergodic and stability theorems for a class of stochastic equations and their applications”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 241–262; Theory Probab. Appl., 23:2 (1979), 227–247
Linking options:
https://www.mathnet.ru/eng/tvp3034 https://www.mathnet.ru/eng/tvp/v23/i2/p241
|
Statistics & downloads: |
Abstract page: | 359 | Full-text PDF : | 138 | First page: | 1 |
|