STOCHASTICALLY RECURSIVE SEQUENCES AND THEIR GENERALIZATIONS

The paper deals with the stochastically recursive sequences { X ( n ) } defined as the solutions of equations X ( n + 1 ) = f ( X ( n ) , ξn ) (where ξn is a given random sequence), and with random sequences of a more general nature, named recursive chains. For those the theorems of existence, ergodicity, stability are established, the stationary majorants are constructed. Continuous-time processes associated with ones studied here are considered as well.

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