|
|
Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2015, Number 3, Pages 55–57
(Mi vmumm240)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Short notes
A class of nonlinear processes admitting complete study
S. A. Muzychka Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
A sample of a nonlinear random walk on the discrete line $\mathbb{Z}$ is considered. It is shown that for some choice of parameters it possesses certain properties absent in the classic case. For example, it has a one-parametric family of invariant measures and a motion integral.
Key words:
Markov chain, nonlinear Markov process, Kullback–Leibler divergence.
Received: 09.12.2013
Citation:
S. A. Muzychka, “A class of nonlinear processes admitting complete study”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 3, 55–57; Moscow University Mathematics Bulletin, 70:3 (2015), 141–143
Linking options:
https://www.mathnet.ru/eng/vmumm240 https://www.mathnet.ru/eng/vmumm/y2015/i3/p55
|
|