A Note on the Invariant Distribution of a Stochastic Dynamical System

作者： Xie,Pengcheng ¹
作者单位：

1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences
通讯作者： Xie,Pengcheng Email:xpc@lsec.cc.ac.cn
提交时间：2023-04-27 01:04:40

摘要: 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

来自： 谢鹏程
分类： 数学 >> 数学（综合）
投稿状态： 未投稿
引用： ChinaXiv:202304.01048 (或此版本 ChinaXiv:202304.01048V1)
DOI:10.12074/202304.01048V1
CSTR:32003.36.ChinaXiv.202304.01048.V1
科创链TXID： a8c6f8c2-f57a-4d50-955a-da2bfac04a83
推荐引用方式： Xie,Pengcheng.A Note on the Invariant Distribution of a Stochastic Dynamical System.null.[DOI:10.12074/202304.01048V1] (点此复制)

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2023-04-27 01:04:40

ChinaXiv:202304.01048V1

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