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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
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 2, Pages 227–247
DOI: https://doi.org/10.1137/1123028
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Bor78}
\by A.~A.~Borovkov
\paper Ergodic and stability theorems for a~class of stochastic equations and their applications
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 2
\pages 241--262
\mathnet{http://mi.mathnet.ru/tvp3034}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=488249}
\zmath{https://zbmath.org/?q=an:0388.60093|0388.60092}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 2
\pages 227--247
\crossref{https://doi.org/10.1137/1123028}
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  • https://www.mathnet.ru/eng/tvp3034
  • https://www.mathnet.ru/eng/tvp/v23/i2/p241
  • This publication is cited in the following 22 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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