Stability in distribution of randomly perturbed quadratic maps as Markov processes

Bhattacharya R; Majumdar M

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Stability in distribution of randomly perturbed quadratic maps as Markov processes

机译：马尔可夫过程在随机扰动二次图分布中的稳定性

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Iteration of randomly chosen quadratic maps defines a Markov process: Xn+1 = epsilon(n+1) X-n(1 - X-n), where epsilon(n) are i.i.d. with values in the parameter space [0, 4] of quadratic maps F-theta(x) = thetax(1 - x). Its study is of significance as an important Markov model, with applications to problems of optimization under uncertainty arising in economics. In this article a broad criterion is established for positive Harris recurrence of X-n.

机译：随机选择的二次映射的迭代定义了一个马尔可夫过程：Xn + 1 = epsilon（n + 1）X-n（1- X-n），其中epsilon（n）是i.d.。二次映射的参数空间[0，4]中的值F-theta（x）= thetax（1-x）。它的研究作为重要的马尔可夫模型具有重要意义，可应用于经济学不确定性条件下的优化问题。本文为X-n的阳性Harris复发建立了广泛的标准。

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《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 |2004年第4期|共8页
作者
Bhattacharya R; Majumdar M;
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正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
quadratic maps; Markov process; invariant probability; RANDOM LOGISTIC MAPS; SYSTEMS;

机译：二次映射马尔可夫过程不变概率随机物流地图系统;

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1. Stability in distribution of randomly perturbed quadratic maps as Markov processes [J] . Bhattacharya R, Majumdar M The Annals of applied probability: an official journal of the Institute of Mathematical Statistics . 2004,第4期

机译：马尔可夫过程在随机扰动二次图分布中的稳定性
2. Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1 [J] . Silvestrov Dmitrii, Silvestrov Sergei Methodology and computing in applied probability . 2019,第3期

机译：非线性扰动半马尔可夫过程静止分布的渐近扩展。 1
3. On the statistical implications of certain random permutations in Markovian arrival processes (MAPs) and second--order self similar processes [J] . Allan T Andersen, Bo Friis Nielsen Performance Evaluation . 2000,第2a3期

机译：关于马尔可夫到达过程（MAPs）和二阶自相似过程中某些随机排列的统计意义
4. Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes [C] . Dmitrii Silvestrov, Sergei Silvestrov 2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management . 2016

机译：扰动半马尔可夫过程的平稳分布的渐近展开
5. An algorithm to compute the stochastically stable distribution of a perturbed Markov matrix. [D] . Wicks, John R. 2009

机译：一种计算扰动马尔可夫矩阵的随机稳定分布的算法。
6. Exchangeable Markov survival processes and weak continuity of predictive distributions [O] . Walter Dempsey, Peter McCullagh -1

机译：可交换的马尔可夫生存过程和预测分布的弱连续性
7. Stability in Distribution of Randomly Perturbed Quadratic Maps as Markov Processes [O] . Bhattacharya, Rabi, Majumdar, Mukul 2005

机译：马尔可夫随机扰动二次映射分布的稳定性流程

Stability in distribution of randomly perturbed quadratic maps as Markov processes

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