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Applications of Borovkov's renovation theory to non-stationary stochastic recursive sequences and...
- Source :
- Advances in Applied Probability; Jun97, Vol. 29 Issue 2, p388, 26p
- Publication Year :
- 1997
-
Abstract
- Investigates the stability of non-stationary stochastic processes, arising typically in applications of control, using Borovkov's renovation theory. Stochastic recursive sequences; Construction of probability space stochastic processes; Types of coupling; Presence of renovating events.
- Subjects :
- STOCHASTIC processes
PROBABILITY measures
Subjects
Details
- Language :
- English
- ISSN :
- 00018678
- Volume :
- 29
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Advances in Applied Probability
- Publication Type :
- Academic Journal
- Accession number :
- 153985
- Full Text :
- https://doi.org/10.2307/1428009