A Note on the Invariant Distribution of a Stochastic Dynamical System

Author: Xie,Pengcheng ¹
Institute:

1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Correspondent： Xie,Pengcheng Email:xpc@lsec.cc.ac.cn
Submit Time:2023-04-27 01:04:40

Abstract: This paper demonstrates the invariant distribution of a stochastic dynamical system. We give the invariant distribution and numerical examples. We also present a further discussion on the computation details.

invariant distribution stochastic dynamical system

From: 谢鹏程
Subject: Mathematics >> Mathematics （General）
Contribution： No Submitted
Cite as: ChinaXiv:202304.01048 (or this version ChinaXiv:202304.01048V1)
DOI:10.12074/202304.01048V1
CSTR:32003.36.ChinaXiv.202304.01048.V1
TXID： a8c6f8c2-f57a-4d50-955a-da2bfac04a83
Recommended references： Xie,Pengcheng.A Note on the Invariant Distribution of a Stochastic Dynamical System.null.[DOI:10.12074/202304.01048V1] (Click&Copy)

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2023-04-27 01:04:40

ChinaXiv:202304.01048V1

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