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A note on the simulation and analysis of irregular non-linear waves

✍ Scribed by P.E. Duncan; K.R. Drake

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
563 KB
Volume
17
Category
Article
ISSN
0141-1187

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We examine the Markov chain Xt = q~(Xt-i )+etb, where Xt = (x,, ..., x,\_p+~ )~, b = ( 1,0 ..... 0)L Under some appropriate conditions on q~, we show the ergodicity for {X,} when Eet 2 is suitable small, and the geometric ergodicity when Ee I~' 1 is suitably small.