Existence of stationary distributions for a class of nonlinear time series models in random environment domain

被引：0
|
作者：
Wang, Yueheng [1 ]
Zhu, Enwen [1 ]
Xu, Yong [2 ]
机构：
[1] Changsha Univ Sci & Technol, Sch Math & Computat Sci, Changsha 410076, Hunan, Peoples R China
[2] Cent S Univ, Sch Math, Changsha 410075, Hunan, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2011年
基金：
中国国家自然科学基金;
关键词：
Stationary distribution; Nonlinear time series; Random environment; ERGODICITY;
D O I：
10.1186/1029-242X-2011-63
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we study the problem of a variety of nonlinear time series model Xn+1 = F(X-n, e(n+1)(Z(n+1))) in which {Z(n+1)} is a Markov chain with finite state space, and for every state i of the Markov chain, {e(n)(i)} is a sequence of independent and identically distributed random variables. Also, the existence of the stationary distribution of the sequence {X-n} defined by the above model is investigated. Some new novel results on the underlying models are presented. 2010 Mathematics Subject Classification: 60J10
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页数：9
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