Ergodicity of a Class of Nonlinear Time Series Models in Random Environment Domain  

作　　者：En-wen Zhu Han-jun Zhang Gang Yang Zai-ming Liu Jie-zhong Zou Shao-shun Long 

机构地区：[1]School of Mathematics and Computational Science, Xiangtan University, Hunan 411105, China [2]School of Mathematics and Computing Sciences, Changsha University of Science and Technology, Hunan410076, China [3]School of Information, Hunan University of Commerce, Hunan 410205, China [4]School of Mathematics, Central South University, Hunan 410075, China

出　　处：《Acta Mathematicae Applicatae Sinica》2010年第1期159-168,共10页应用数学学报（英文版）

基　　金：Supported by the Excellent Youth Foundation of Educational Committee of Hunan Provincial(No.08B005);the Scientific Research Funds of Hunan Provincial Education Department of China(No.08Cl19);CSU Doctoral Candidate Creative Fund(No.3340-75206);the Scientific Research Funds of Hunan Provincial Science and Technology Department of China(No.2009FJ3103)

摘　　要：In this paper, we study the problem of a variety of p, onlinear time series model Xn＋ 1= TZn＋1（X（n）, … ,X（n - Zn＋l）, en＋1（Zn＋1）） in which {Zn} is a Markov chain with finite state space, and for every state i of the Markov chain, {en（i）} is a sequence of independent and identically distributed random variables. Also, the limit behavior of the sequence {Xn} defined by the above model is investigated. Some new novel results on the underlying models are presented.In this paper, we study the problem of a variety of p, onlinear time series model Xn＋ 1= TZn＋1（X（n）, … ,X（n - Zn＋l）, en＋1（Zn＋1）） in which {Zn} is a Markov chain with finite state space, and for every state i of the Markov chain, {en（i）} is a sequence of independent and identically distributed random variables. Also, the limit behavior of the sequence {Xn} defined by the above model is investigated. Some new novel results on the underlying models are presented.

关 键 词：ERGODICITY Random environment Nonlinear time series 

分 类 号：O211.61[理学—概率论与数理统计] O211.62[理学—数学]