A correction and some additional remarks on: Stationary solutions of stochastic recursions describing discrete event systems (Q1593622): Difference between revisions
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Latest revision as of 05:02, 5 March 2024
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English | A correction and some additional remarks on: Stationary solutions of stochastic recursions describing discrete event systems |
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A correction and some additional remarks on: Stationary solutions of stochastic recursions describing discrete event systems (English)
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17 January 2001
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Let be recalled that in the original paper [ibid. 68, No. 2, 181-194 (1997; Zbl 0911.60076)], a uniqueness theorem was proved concerning solutions of stochastic recursions \(x_{n+1}=\varphi _n[x_n]\), where \(\{\varphi _n, n\geq 0\}\) is a stationary ergodic sequence of maps from a Polish space (\(E,\mathcal E\)) into itself and \(\{x_n, n\geq 0\}\) are random variables taking values in (\(E,\mathcal E\)). An error in the proof of this theorem is reported and corrected in the present Corrigendum, namely it is valid only with some additional assumptions. First, three various assumptions are stated, the validity of any of them ensures that the theorem in question is true. Second, it is shown that the theorem allows -- even in its modified form -- to construct stationary solutions for the examples considered in the original paper. Finally, two other theorems of independent interest are proved in the Appendix; first of them is a weak convergence criterion applied in the proof of the uniqueness theorem under one of the additional assumptions, the second one is a topological result used in the analysis of examples.
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stochastic recursions
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ergodic theory
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queueing processes
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