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arXiv 1409.2286math.PR
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再生环境中单调经济的随机稳定性

Stochastic Stability of Monotone Economies in Regenerative Environments

Sergey Foss, Vsevolod Shneer, Jonathan P. Thomas, Tim Worrall

摘要:

在再生环境中引入并分析了一类新的单调随机递归,它比马尔可夫链的单调随机递归更广泛。我们证明了稳定性定理,并将我们的结果应用于递归经济学中的三个典型模型,将一些已知的稳定性结果推广到驱动序列不是独立同分布的情况。

英文摘要:

We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability theorems and apply our results {to three canonical models in recursive economics}, generalizing some known stability results to the cases when driving sequences are not independent and identically distributed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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