Criterion on stability for Markov processes applied to a model with jumps

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DC pole	Wartość	Język
dc.contributor.author	Bessaih, H.	-
dc.contributor.author	Kapica, Rafał	-
dc.contributor.author	Szarek, T.	-
dc.date.accessioned	2019-05-28T08:04:59Z	-
dc.date.available	2019-05-28T08:04:59Z	-
dc.date.issued	2014	-
dc.identifier.citation	Semigroup Forum, Vol. 88, iss. 1 (2014), s. 76-92	pl_PL
dc.identifier.issn	0037-1912	-
dc.identifier.uri	http://hdl.handle.net/20.500.12128/9219	-
dc.description.abstract	We formulate and prove a new criterion for stability of e-processes. In particular we show that any e-process which is averagely bounded and concentrating is asymptotically stable. This general result is applied to a stochastic process with jumps that is a continuous counterpart of the chain considered in Szarek (Ann. Probab. 34:1849-1863, 2006).	pl_PL
dc.language.iso	en	pl_PL
dc.rights	Uznanie autorstwa 3.0 Polska	*
dc.rights.uri	http://creativecommons.org/licenses/by/3.0/pl/	*
dc.subject	ergodicity of Markov families	pl_PL
dc.subject	invariant measures	pl_PL
dc.subject	dynamical systems with jumps	pl_PL
dc.title	Criterion on stability for Markov processes applied to a model with jumps	pl_PL
dc.type	info:eu-repo/semantics/article	pl_PL
dc.identifier.doi	10.1007/s00233-013-9503-x	-
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