【摘要】 提出了一个随机环境下带有随机延滞的时序模型Xn+1=fZn+1(Xn,…,Xn-Zn+1)+εn+1(Zn+1),应用马氏链的随机稳定性理论,讨论了该模型的极限行为,给出了关于{Xn}以几何速率按某种方式收敛的一个充分条件。更多还原

【Abstract】 A time series model with a random delay in random environment domain X_n+1=f_Zn+1(X_n,…,X_n-Z_n+1)+ε_n+1(Z_n+1) is presented and the limit behavior of the model is discussed using the theory of stochastic stability on Markov chains.A suffieient condition for some class convergence with geometrice rate of the ｛X_n｝ is given.更多还原