Chan, K.S and Tong, Howell (1985) On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Advances in applied probability, 17 (3). pp. 666-678. ISSN 0001-8678
Abstract
We have shown that within the setting of a difference equation it is possible to link ergodicity with stability via the physical notion of energy in the form of a Lyapunov function.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.appliedprobability.org/ap.html |
| Additional Information: | © 1985 Applied Probability Trust |
| Uncontrolled Keywords: | stability |
| Library of Congress subject classification: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Sets: | Collections > Economists Online Departments > Economics Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/6489/ |
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