Communications for Statistical Applications and Methods

  • 제6권1호
  • /
  • Pages.267-274
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

On Doubly Stochastically Perturbed Dynamical Systems

  • Oesook Lee (Professor Department of Statistics Ewha Womans University)
  • 발행 : 1999.04.01
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초록

We consider a doubly stochastically perturbed dynamical system {$X_n$} generated by $X_n\Gamma_n(X_{n-1})+W_n where \Gamma_n$ is a Markov chain of random functions and $W_n$ is i.i.d. random elements. Sufficient conditions for stationarity and geometric ergodicity of $X_n$ are obtained by considering asymptotic behaviours of the associated Markov chain. Ergodic theorem and functional central limit theorem are proved.

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참고문헌

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