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JOURNALS // Matematicheskie Zametki // Archive
Mat. Zametki, 1970 Volume 8, Issue 6, Pages 753–760 (Mi mzm9625)
This article is cited in 1 paper

Stability of a linear difference system with random parameters

V. M. Konstantinov, M. B. Nevel'son

Information Transmission Institute, Academy of Sciences of the USSR

Abstract: Necessary and sufficient conditions are derived for the mean-square exponential stability of a system described by an $n$-th order stochastic difference equation.

UDC: 518

Received: 25.03.1969


 English version: Mathematical Notes, 1970, 8:6, 895–899

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