Discrete Time Semigroup Transformations with Random Perturbations

被引:0
|
作者
Hoppensteadt F. [1 ,2 ,4 ]
Salehi H. [1 ,2 ,5 ]
Skorokhod A. [1 ,3 ]
机构
[1] Department of Statistics and Probability, Michigan State University, East Lansing
[2] Department of Mathematics, Michigan State University, East Lansing
[3] Institute of Mathematics, Ukrainian Academy of Sciences, Kiev
[4] Center for System Science and Engineering, Arizona State University, Tempe
[5] Department of Statistics and Probability, A415 Wells Hall, Michigan State University, East Lansing
基金
美国国家科学基金会;
关键词
Averaging; Difference equations; Diffusion approximation; Random perturbation; Randomly perturbed iterations; Stability;
D O I
10.1007/BF02227491
中图分类号
学科分类号
摘要
Let (X, ℬ)) and ( Y, ℓ) be two measurable spaces with X being a linear space. A system is determined by two functions f(X): X → X and φ: X × Y → X, a (small) positive parameter ε and a homogeneous Markov chain {yn} in ( Y, ℓ) which describes random perturbations. States of the system, say {xnε ∈ X, n = 0, I ,...}, are determined by the iteration relations: xn + 1c = f(xnε) + εφ(xnε, yn + 1) for n ≥ 0, where x0ε = x0 is given. Here we study the asymptotic behavior of the solution xnε as s → 0 and n → ∞ under various assumptions on the data. General results are applied to some problems in epidemics, genetics and demographics. © 1997 Plenum Publishing Corporation.
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页码:463 / 505
页数:42
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