Scholarlink

Abstract <p>In this paper, it is shown that an arbitrary scale mixture of normal laws can be a stationary distribution of the stochastic random difference equation (first order autoregressive scheme).</p> <p>An example is presented of what the (random) diffusion coefficient should look like in order for a specific mixture to be a stationary distribution.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

On Stationary Distributions of a Stochastic Random Difference Equation

  • 期刊论文

  • 发表日期：

    2025年9月3日

查看全文
  • V. Yu. Korolev,
  • N. R. Romanyuk

摘要

Abstract

In this paper, it is shown that an arbitrary scale mixture of normal laws can be a stationary distribution of the stochastic random difference equation (first order autoregressive scheme).

An example is presented of what the (random) diffusion coefficient should look like in order for a specific mixture to be a stationary distribution.