Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

被引：4

作者：

Zhu, Enwen ^{[1
]}

Zou, Jiezhong ^{[1
]}

Hou, Zhenting ^{[1
]}

机构：

[1] Cent S Univ, Sch Math, Changsha 410075, Hunan, Peoples R China

来源：

MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2007年 / 65卷 / 02期

关键词：

adjoint non-recurrence; random environment; mu(q) x lambda-irreducibility;

D O I：

10.1007/s00186-006-0128-7

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

By introducing a random interference into the typical of nonlinear time series model, this paper establishes a RENLAR model: X(n+1) = T(Xn) + e(n+1)(Z(n+1)). The author introduces the definition of adjoint non-recurrence, and utilizing general state space Markov chain theorem, we obtain some criteria for non-recurrence and adjoint non-recurrence of nonlinear time series models in random environment domain and analyze adjoint non-recurrence of some models by using these criteria.

引用

页码：353 / 360

页数：8

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[4]

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[5]

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