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On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations

By K.S Chan and Howell Tong

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

Topics: H Social Sciences (General), HA Statistics
Publisher: Applied Probability Trust
Year: 1985
OAI identifier: oai:eprints.lse.ac.uk:6489
Provided by: LSE Research Online
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