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Ergodicite des systems stochastiques polynomiaux en temps discret

  • V-Stochastic Systems
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New Trends in Nonlinear Control Theory

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 122))

Abstract

We obtain geometric ergodicity and recurrence properties for the Markov chain (Xt), defined by Xt+1=φ (Xt, ut+1) where φ is a rational application and (ut) is a sequence of independent identically distributed random variables.

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Authors and Affiliations

  1. Université de Paris-Sud, Bât 425, Mathématiques, 91405, Orsay — Cédex

    Abdelkader Mokkadem

Authors
  1. Abdelkader Mokkadem
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Editor information

J. Descusse Michel Fliess A. Isidori D. Leborgne

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© 1989 Springer-Verlag

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Mokkadem, A. (1989). Ergodicite des systems stochastiques polynomiaux en temps discret. In: Descusse, J., Fliess, M., Isidori, A., Leborgne, D. (eds) New Trends in Nonlinear Control Theory. Lecture Notes in Control and Information Sciences, vol 122. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043047

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  • DOI: https://doi.org/10.1007/BFb0043047

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51075-8

  • Online ISBN: 978-3-540-46143-2

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