Two ergodicity criteria for stochastically recursive sequences

Alexander Borovkov; Sergey Foss

doi:10.1007/BF00994261

Two ergodicity criteria for stochastically recursive sequences

Alexander Borovkov, Sergey Foss

Research output: Contribution to journal › Article › peer-review

25 Citations (Scopus)

Abstract

We prove two criteria for so-called coupling- and strong coupling-convergence of stochastically recursive sequences.

Original language	English
Pages (from-to)	125-134
Number of pages	10
Journal	Acta Applicandae Mathematicae
Volume	34
DOIs	https://doi.org/10.1007/BF00994261
Publication status	Published - Feb 1994

Keywords

11B37
60K25
60J10
60L05
Stochastically recursive sequesnces
ergodicity
renovating event
coupling-convergence
strong coupling-convergence

Access to Document

10.1007/BF00994261

Cite this

@article{f166c26a326449b7a6ef85e3046ae367,

title = "Two ergodicity criteria for stochastically recursive sequences",

abstract = "We prove two criteria for so-called coupling- and strong coupling-convergence of stochastically recursive sequences.",

keywords = "11B37, 60K25, 60J10, 60L05, Stochastically recursive sequesnces, ergodicity, renovating event, coupling-convergence, strong coupling-convergence",

author = "Alexander Borovkov and Sergey Foss",

year = "1994",

month = feb,

doi = "10.1007/BF00994261",

language = "English",

volume = "34",

pages = "125--134",

journal = "Acta Applicandae Mathematicae",

issn = "0167-8019",

publisher = "Springer Netherlands",

}

TY - JOUR

T1 - Two ergodicity criteria for stochastically recursive sequences

AU - Borovkov, Alexander

AU - Foss, Sergey

PY - 1994/2

Y1 - 1994/2

N2 - We prove two criteria for so-called coupling- and strong coupling-convergence of stochastically recursive sequences.

AB - We prove two criteria for so-called coupling- and strong coupling-convergence of stochastically recursive sequences.

KW - 11B37

KW - 60K25

KW - 60J10

KW - 60L05

KW - Stochastically recursive sequesnces

KW - ergodicity

KW - renovating event

KW - coupling-convergence

KW - strong coupling-convergence

U2 - 10.1007/BF00994261

DO - 10.1007/BF00994261

M3 - Article

SN - 0167-8019

VL - 34

SP - 125

EP - 134

JO - Acta Applicandae Mathematicae

JF - Acta Applicandae Mathematicae

ER -

Two ergodicity criteria for stochastically recursive sequences

Abstract

Keywords

Access to Document

Fingerprint

Cite this