No label defined (Q4940248)

A brief narration of the most commonly used concepts of periodicity is given. Typical results are presented too. The author considers periodic and stationary sequences in Banach spaces. Let \((B,\|\cdot\|)\) be a complex separable Banach space. A \(B\)-valued stochastic process \(\{ x(n)\colon n\in Z\}\) is called periodic of a period \(\tau\) if, for every \(n\in N\), \(\{ m_1,m_2,\dots,m_{n}\}\subset Z\), \(\{ A_1,A_2,\dots,A_{n}\}\subset {\mathcal B}(B)\), the function \(P\bigl\{ \bigcap_{j=1}^{n}\{ \omega\mid x(m_{j}+k,\omega)\in A_{j}\}\bigl\}\), \(k\in Z\), is periodic on \(Z\) of period \(\tau.\) The author presents necessary and sufficient conditions for the process \(x(n)\) to be periodic and gives their integral representations. The author studies periodic solutions of difference equations. For example the following theorem is presented: Let an operator \(A(n)\in L(B)\), \(n=1,2,\dots\), be fixed and let \(\sigma(A_{n})\) be the spectrum of \(A_{n}\), and let \(S=\{ Z\in C\mid|z|=1\}.\) The equation \(x(n+1)= A(n)x(n)+\varepsilon(n)\), \(n\in Z\), has a unique \(B\)-valued solution \(\{ x(n)\colon n\in Z\}\) with period \(\tau\) with \(E\|x(k)\|<\infty\), \(k=1,2,\dots,\tau\), for every periodic, with period \(\tau\), \(B\)-valued process \(\{ \varepsilon(n)\colon n\in Z\}\) with \(E\|\varepsilon(k) \|<+\infty\), \(k=1,2,\dots,\tau\), if \[ \sigma(B_{k})\cap S=\emptyset \tag{1} \] for some \(k\) and only if (1) holds for all \(k=1,2,\dots,\tau\), \(B_0=A(\tau-1)A(\tau-2)\dots A(1)A(0)\), \(B_1=A(0)A(\tau-1)\dots A(2)A(1)\), \(B_{\tau-1}=A(\tau-2)A(\tau-3)\dots A(0)A(\tau-1).\) The author considers periodic stochastic processes too.