Moment stability of stochastic processes with applications to control systems

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-06-01 DOI:10.3934/mcrf.2023008

A. Ganguly, D. Chatterjee

引用次数: 0

Abstract

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps of the processes. The state-dependent feature of the results make them suitable for a large class of multiplicative-noise processes. Under the additional assumption of Markovian property, new result on ergodicity has also been proved. There are several applications to iterative systems, control systems, and other dynamical systems with state-dependent multiplicative noise, and we include illustrative examples to demonstrate applicability of our results.

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随机过程的矩稳定性及其在控制系统中的应用

建立了离散随机过程矩一致界的新条件。我们的结果需要一个弱的负漂移准则以及对过程的一步跳跃大小的状态相关限制。结果的状态依赖特征使它们适用于大类乘噪声过程。在附加的马尔可夫性假设下，证明了关于遍历性的新结果。有几个应用迭代系统，控制系统，和其他动态系统与状态相关的乘性噪声，我们包括说明性的例子来证明我们的结果的适用性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.