Random additive perturbation of a $k$ term recurrence relation
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866915665330307072 |
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| author | Jager, Lisette Verdure, Killian |
| author_facet | Jager, Lisette Verdure, Killian |
| contents | We are interested in stochastic processes satisfying a nonlinear recurrence relation of the form $$X_{n + k} = Φ_0 (X_n, ..., X_{n + k - 1}) + Θ_n$$ where $Θ$ is a noise term. We establish the existence of an invariant measure for this process under given sufficient conditions on $Φ_0.$ |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_14781 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Random additive perturbation of a $k$ term recurrence relation Jager, Lisette Verdure, Killian Dynamical Systems Probability We are interested in stochastic processes satisfying a nonlinear recurrence relation of the form $$X_{n + k} = Φ_0 (X_n, ..., X_{n + k - 1}) + Θ_n$$ where $Θ$ is a noise term. We establish the existence of an invariant measure for this process under given sufficient conditions on $Φ_0.$ |
| title | Random additive perturbation of a $k$ term recurrence relation |
| topic | Dynamical Systems Probability |
| url | https://arxiv.org/abs/2412.14781 |