ASYMPTOTIC BEHAVIOUR OF RANDOM MARKOV CHAINS WITH TRIDIAGONAL GENERATORS
Publication:4909987
DOI10.1017/S0004972712000160zbMath1268.34105arXiv1201.1999MaRDI QIDQ4909987
Victor S. Kozyakin, Peter E. Kloeden
Publication date: 22 March 2013
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.1999
positive conesrandom attractorsrandom differential equationsrandom Markov chainsuniformly contracting cocycles
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random operators and equations (aspects of stochastic analysis) (60H25) Positive matrices and their generalizations; cones of matrices (15B48) Ordinary differential equations and systems with randomness (34F05) Random matrices (algebraic aspects) (15B52) Generation, random and stochastic difference and differential equations (37H10) Stochastic matrices (15B51)
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