期刊论文详细信息
Electronic Communications in Probability | |
On recurrence and transience of multivariate near-critical stochastic processes | |
Götz Kersting | |
学科分类:统计和概率 | |
来源: Institute of Mathematical Statistics | |
【 摘 要 】
We obtain complementary recurrence/transience criteria for processes X=(Xn)n≥0 with values in Rd+ fulfilling a non-linear equation Xn+1=MXn+g(Xn)+ξn+1. Here M denotes a primitive matrix having Perron-Frobenius eigenvalue 1, and g denotes some function. The conditional expectation and variance of the noise (ξn+1)n≥0 are such that X obeys a weak form of the Markov property. The results generalize criteria for the 1-dimensional case in [5].【 授权许可】
CC BY
【 预 览 】
Files | Size | Format | View |
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RO201904029559743ZK.pdf | 231KB | download |