随机环境下随机系数泛函自回归模型的几何遍历性  

The Geometric Ergodicity of Random Coefficient Functional-autoregressive Model under the Random Environment

作　　者：唐明田[1] 王允艳[1] 

机构地区：[1]江西理工大学理学院,江西赣州341000

出　　处：《聊城大学学报（自然科学版）》2008年第1期32-35,共4页Journal of Liaocheng University:Natural Science Edition

摘　　要：提出了随机环境下的随机系数泛函自回归模型,得出了其以几何速率收敛的充分条件.该模型反映了动力系统受随机环境干扰的现象,能更好的拟合现实世界中的诸多实际问题.In this article, a random coefficient functional-autoregressive model under the random environment is proposed and the sufficient condition for its convergence is obtained. This model in random environment reflects the phenomenon that dynamic system is interfered by random environment, so it can better imitate many substantial problems in the real world.

关 键 词：马氏链 随机环境 几何遍历 伴随几何遍历 

分 类 号：O211.61[理学—概率论与数理统计]