Stability Of Stochastic Difference Equations Research Articles

Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay

Despite the fact that the theory of stability of continuous-time difference equations has a long history, is well developed and very popular in research, there is a simple and clearly formulated problem about the stability of stochastic difference equations with continuous time and distributed delay, which has not been solved for more than 13 years. This paper offers to readers some generalization on this unsolved problem in the hope that it will help move closer to its solution.

Almost sure polynomial asymptotic stability of stochastic difference equations

In this paper, we establish the almost sure asymptotic stability and decay results for solutions of an autonomous scalar difference equation with a nonhyperbolic equilibrium at the origin, which is perturbed by a random term with a fading state-independent intensity. In particular, we show that if the unbounded noise has tails that fade more quickly than polynomially, then the state-independent perturbation dies away at a sufficiently fast polynomial rate in time, and if the autonomous difference equation has a polynomial nonlinearity at the origin, then the almost sure polynomial rate of decay of solutions can be determined exactly.

Stability of Equilibrium Points of Fractional Difference Equations with Stochastic Perturbations

It is supposed that the fractional difference equation , has an equilibrium point and is exposed to additive stochastic perturbations type of that are directly proportional to the deviation of the system state from the equilibrium point . It is shown that known results in the theory of stability of stochastic difference equations that were obtained via V. Kolmanovskii and L. Shaikhet general method of Lyapunov functionals construction can be successfully used for getting of sufficient conditions for stability in probability of equilibrium points of the considered stochastic fractional difference equation. Numerous graphical illustrations of stability regions and trajectories of solutions are plotted.

Subadditivity and stability of a class of discrete-event systems

We investigate the stability of discrete-event systems modeled as generalized semi-Markov processes with event epochs that satisfy (max, +) recursions. We obtain three types of results, under conditions: We show that there exists for each event a cycle time, which is the long-run average time between event occurrences; we characterize the rate of convergence to this limit, bounding the error for finite horizons; and we give conditions for delays (i.e., differences between event epochs) to converge to a stationary regime. The main tools for the cycle time results are (max, +) matrix products and the subadditive ergodic theorem. The convergence rate result (which assumes bounded i.i.d. inputs) is based on a martingale inequality. The stability of delays is derived from existing results on the stability of stochastic difference equations. We discuss connections with these different fields, with the general theory of random matrix products and with results for discrete-event systems. >