Geodesic
Ergodic and stability theorems for a~class of stochastic equations and their applications
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 241-262

Voir la notice de l'article provenant de la source Math-Net.Ru

Let $\{\tau_j,\infty$ be a vector valued stationary metrically transitive sequence and let the sequence $w_n$ (also vector valued) be defined by relations $w_{n+1}=f(w_n,\tau_n)$, $n\ge 1$. We study the conditions under which the sequence $\{w_{n+k}\colon k\ge 0\}$ converges to some stationary sequence $\{w^k\colon k\ge 0\}$ as $n\to\infty$, and the conditions, under which the latter will be stable when the variations of the governing sequence $\{\tau_j\}$ are small. Applications to many-channel queueing systems are considered. 
@article{TVP_1978_23_2_a0,
     author = {A. A. Borovkov},
     title = {Ergodic and stability theorems for a~class of stochastic equations and their applications},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {241--262},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a0/}
}
TY  - JOUR
AU  - A. A. Borovkov
TI  - Ergodic and stability theorems for a~class of stochastic equations and their applications
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1978
SP  - 241
EP  - 262
VL  - 23
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a0/
LA  - ru
ID  - TVP_1978_23_2_a0
ER  - 
%0 Journal Article
%A A. A. Borovkov
%T Ergodic and stability theorems for a~class of stochastic equations and their applications
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 241-262
%V 23
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a0/
%G ru
%F TVP_1978_23_2_a0
A. A. Borovkov. Ergodic and stability theorems for a~class of stochastic equations and their applications. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 241-262. http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a0/