Absorbing process in recursive stochastic equations

Absorbing process in recursive stochastic equations

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Article ID: iaor19992712
Country: United Kingdom
Volume: 35
Issue: 2
Start Page Number: 418
End Page Number: 426
Publication Date: Jun 1998
Journal: Journal of Applied Probability
Authors:
Abstract:

We introduce the concept of the absorbing process for analysing a state process. Our aim is to show the existence of the absorbing process with probability one. This process is shown to be stationary, asymptotically stationary, periodic or a.m.s., if the input distribution has such properties. The real process is absorbed into this process so that its stability and some other properties are easily derived.

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