关于一类具有可数个干扰项的随机延滞时序模型

On a Class of Time Series Models with a Random Delay and Countably many Intergerential Terms

提出了一类具有可数个干扰项的随机延滞时序模型X(n+1)=fn+1(X(n),…X(n-Zn+1))+εn+1(Wn+1),给出了这个模型确定的序列在某种意义下以几何速率收敛的充分条件.

A clsss of time series models with a random delay and countably many interferential terms X（n＋1）=fn＋1（X（n）,…X（n-Zn＋1））＋εn＋1（Wn＋1） is presented and the limit behavior of the model is discussed using the theory of stochastic stability on Markov chains,A sufficient condition for some class convergence with geometrice rate of the {Xn} is given.