Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Powiadomienia systemowe

Sesja wygasła!

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Analysis of a stochastic difference equation: exit times and invariant distributions

Högnäs G., Jung B.

Fasciculi Mathematici

2010

Nr 44

69-74

The mean return time of a discrete Markov chain to a point x is the reciprocal of the invariant probability π(x). We revisit this classical theme to investigate certain exit times for stochastic difference equations of autoregressive type. More specifically, we will discuss the asymptotics, as 0, of the first time that the n-dimensional process ...[wzór] (where ξ1, ξ2, . . . is a sequence of i.i.d. random n-vectors) leaves a given neighborhood of the fixed point of the contraction f.