In the dissertation there is investigated a class of Markov chains defined by iterations of a function possessing a property of asymptotical homogeneity. Two problems are solved: 1) there are established rather general conditions under which the chain has unique stationary distribution; 2) for the chains evolving in a real line there are established conditions under which the stationary distribution of the chain is heavy-tailed. / Disertacijoje tirta Markovo grandinių klasė, kurios iteracijos nusakomos atsitiktinėmis asimptotiškai homogeninėmis funkcijomis, ir išspręsti du uždaviniai: 1) surastos bendros sąlygos, kurios garantuoja vienintelio stacionaraus skirstinio egzistavimą; 2) vienmatėms grandinėms surastos sąlygos, kurioms esant stacionarus skirstinys turi "sunkias" uodegas.
Identifer | oai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 |
Date | 23 December 2010 |
Creators | Skorniakov, Viktor |
Contributors | Kazakevičius, Vytautas, Leipus, Remigijus, Grigelionis, Bronius, Kaminskas, Vytautas, Bikelis, Algimantas, Paulauskas, Vygantas, Giraitis, Liudas, Surgailis, Donatas, Vilnius University |
Publisher | Lithuanian Academic Libraries Network (LABT), Vilnius University |
Source Sets | Lithuanian ETD submission system |
Language | English |
Detected Language | English |
Type | Doctoral thesis |
Format | application/pdf |
Source | http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 |
Rights | Unrestricted |
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