Qualitative properties of stochastic iterative processes under random structural perturbations (Q706641): Difference between revisions

Stochastic (nonlinear) iterative processes are particularly useful in modelling systems based on random perturbations. The special aim of this paper is to study and emphasize the advantageous decomposing of random perturbations met in nonlinear iterative processes into internal and external random perturbations (caused by internal, respectively external forces acting upon the system). Convergence and stability properties of nonlinear stochastic iterative processes are studied using an extension of the Lyapunov second method, coupled with differential inequalities and comparison theorems. A main comparison theorem for stochastic iterative processes under internal and external random perturbations is developed and then used to provide sufficient conditions for the qualitative properties, beginning with the \(q\)-th moment convergence and stability of the stochastic iterative processes. The convergence and stability analyses are shown to be robust under structural perturbations. The presented conditions are easy to be verified, are algebraically simple, and computationally tractable.