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Limit theorems for stochastically perturbed dynamical systems
Published online by Cambridge University Press: 14 July 2016
Abstract
We consider a discrete-time stochastically perturbed dynamical system on the Polish space given by the recurrence formula Xn = S(Xn–1, Yn), where Yn are i.i.d. random elements. We prove the existence of unique stationary measure and versions of classical limit theorems for the process (Xn).
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- Copyright © Applied Probability Trust 1995
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Research supported by the State Committee for Scientific Research Grant No. 2 P301 026 05.
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