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Stability

  • Marie Duflo
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)

Abstract

We generalize the study of stable autoregressive models to numerous recursively defined nonlinear systems. To begin, we give a number of general results on Markov chains which will be used in Chapter 8. We then present easily manageable criteria for stabilization and stability.

Keywords

Markov Chain Stationary Distribution Initial Distribution Iterate Logarithm Borel Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

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