Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

作者：Zhu Enwen^*; Zou Jiezhong; Hou Zhenting

来源：Mathematical Methods of Operations Research, 2007, 65(2): 353-360.

DOI：10.1007/s00186-006-0128-7

• adjoint non-recurrence
• random environment
• mu(q) x lambda-irreducibility

By introducing a random interference into the typical of nonlinear time series model, this paper establishes a RENLAR model: X(n+1) = T(Xn) + e(n+1)(Z(n+1)). The author introduces the definition of adjoint non-recurrence, and utilizing general state space Markov chain theorem, we obtain some criteria for non-recurrence and adjoint non-recurrence of nonlinear time series models in random environment domain and analyze adjoint non-recurrence of some models by using these criteria.

• 出版日期2007-4
• 单位中南大学