Journal article
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
Advances in applied probability, Vol.17(3), pp.666-678
09/1985
DOI: 10.2307/1427125
Abstract
We have shown that within the setting of a difference equation it is possible to link ergodicity with stability via the physical notion of energy in the form of a Lyapunov function.
Details
- Title: Subtitle
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- Creators
- K. S Chan - Chinese University of Hong KongH Tong - Chinese University of Hong Kong
- Resource Type
- Journal article
- Publication Details
- Advances in applied probability, Vol.17(3), pp.666-678
- Publisher
- Cambridge University Press
- DOI
- 10.2307/1427125
- ISSN
- 0001-8678
- eISSN
- 1475-6064
- Number of pages
- 13
- Alternative title
- The Ergodicity of Stochastic Difference Equations; K. S. Chan and H. Tong
- Language
- English
- Date published
- 09/1985
- Academic Unit
- Radiology; Statistics and Actuarial Science
- Record Identifier
- 9984257734002771
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