Large time behavior in random multiplicative processes

Details Large time behavior in random multiplicative processes Large time behavior in random multiplicative processes

2010-07-06

arxiv.org/abs/1007.0952v1

Mathematics

Probability

20 pages

Scientific paper

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the divergence of the fractional order moments of the solution below respectively above some critical exponent. This exponent is computed. In particular models it is the heavy tail exponent. When the equation is linear this exponent determines a new family of weak topologies (stronger compared to the classical one), related to the convergence to the stationary state.

Affiliated with

Also associated with

No associations

Rating

Large time behavior in random multiplicative processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Large time behavior in random multiplicative processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Large time behavior in random multiplicative processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-217118