摘要
提出了一个带随机延滞的非线性时间序列模型,应用马氏链的随机稳定性理论,研究了由其决定的迭代序列的几何遍历性,给出了其以几何速率收敛的充分条件.
In this paper a non-linear time series model with time delay is proposed.The geometric ergodicity of the iterative sequence defined by this model is discussed with the theory of stochastic stability on Markov chains.A sufficient condition for convergence with geometric rate of the model is given.
出处
《江西理工大学学报》
CAS
2008年第2期36-38,共3页
Journal of Jiangxi University of Science and Technology
关键词
马氏链
随机延滞
极限行为
几何遍历
Markov chains
random delay
limit behavior
geometric ergodicity
