Stationary distributions of the simplest dynamical systems in Rn perturbed by generalized Poisson process

O. K. Zakusilo

Journal of Multivariate Analysis, 1984, vol. 14, issue 3, 269-284

Abstract: Let z(t) [set membership, variant] Rn be a generalized Poisson process with parameter [lambda] and let A: Rn --> Rn be a linear operator. The conditions of existence and limiting properties as [lambda] --> [infinity] or as [lambda] --> 0 of the stationary distribution of the process x(t) [set membership, variant] Rn which satisfies the equation dx(t) = Ax(t)dt + dz(t) are investigated.

Keywords: Perturbations; of; dynamical; systems; multidimensional; stable; distributions; stationary; distributions; Markov; processes (search for similar items in EconPapers)
Date: 1984
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