Author:
Baxendale P. H.,Khasminskii R. Z.
Abstract
The paper considers stability and instability properties of the Markov chain generated by the composition of an i.i.d. sequence of random transformations. The transformations are assumed to be either linear mappings or else mappings which can be well approximated near 0 by linear mappings. The main results concern the risk probabilities that the Markov chain enters or exits certain balls centered at 0. An application is given to the probability of extinction in a model from population dynamics.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Reference20 articles.
1. A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
2. The biennial life strategy in a random environment;Roerdink;J. Math. Biol. 26, 199–215. Supplement (1989). J. Math. Biol,1988
3. Population Dynamics in Variable Environments
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献