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

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
推荐引用方式： Xie,Pengcheng.(2023).A Note on the Invariant Distribution of a Stochastic Dynamical System.中国科学院科技论文预发布平台.doi:10.12074/202304.01048V1 (点此复制)

版本历史

[V1]

2023-04-27 01:04:40

ChinaXiv:202304.01048V1

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