摘要
为随机的系统的噪音顺序的加权的和的顺序被在概率使用限制理论估计。然后，鞅差别顺序的噪音驾驶的不稳定的 ARsystem 的状态的分叉率被建立。
The order of weighted sum of noise sequence for stochastic system is estimated by using limit theory in probability. Then the divergence rates of state of unstable AR system driven by noise of martingale difference sequence are established.
基金
This research is supported by Beijing Natural Science Foundation (1042007, 1052007).
关键词
AR系统
不稳定性
微分序列
分歧率
随机系统
Unstability, AR system, martingale difference sequence, divergence rate.
