Stochastic perturbation of dynamical systems: The weak convergence of measures (Q1118565)
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English | Stochastic perturbation of dynamical systems: The weak convergence of measures |
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Stochastic perturbation of dynamical systems: The weak convergence of measures (English)
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1989
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This paper considers the effect of general types of random perturbations on the asymptotic behaviour of discrete time dynamical systems. These perturbations do not have to have a density. With the assumption of a mild average contractive property, the authors prove weak convergence of the sequence of distributions to a unique stationary measure.
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random perturbations
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asymptotic behaviour
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contractive property
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weak convergence
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