scholarly journals Necessary and sufficient conditions for existence of stationary and periodic solutions of a stochastic difference equation in Hilbert space

1990 ◽  
Vol 19 (1) ◽  
pp. 31-37 ◽  
Author(s):  
A.Ya. Dorogovtsev
Keyword(s):  
Hilbert Space ◽  
Difference Equation ◽  
Periodic Solutions ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Stochastic Difference Equation ◽  
Necessary And Sufficient

Existence of moments in a stationary stochastic difference equation

1990 ◽  
Vol 22 (1) ◽  
pp. 129-146 ◽  
Author(s):  
Hans Arnfinn Karlsen
Keyword(s):  
Difference Equation ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Stochastic Difference Equation ◽  
Dependent Variables ◽  
Gaussian Case ◽  
Necessary And Sufficient

The stationary stochastic difference equation Xt = YtXt–1 + Wt is analyzed with emphasis on conditions ensuring that ||Xt||p <∞. Some general results are obtained and then applied to different classes of input processes {(Yt, Wt)}. Especially both necessary and sufficient conditions are given in the Gaussian case. We also obtain results concerning moments of products of dependent variables.

Existence of moments in a stationary stochastic difference equation

1990 ◽  
Vol 22 (01) ◽  
pp. 129-146 ◽  
Author(s):  
Hans Arnfinn Karlsen
Keyword(s):  
Difference Equation ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Stochastic Difference Equation ◽  
Dependent Variables ◽  
Gaussian Case ◽  
Necessary And Sufficient

The stationary stochastic difference equation Xt = YtXt –1 + Wt is analyzed with emphasis on conditions ensuring that ||Xt || p &lt;∞. Some general results are obtained and then applied to different classes of input processes {(Yt, Wt )}. Especially both necessary and sufficient conditions are given in the Gaussian case. We also obtain results concerning moments of products of dependent variables.

scholarly journals When do Projections Commute?

1980 ◽  
Vol 35 (4) ◽  
pp. 437-441 ◽  
Author(s):  
W. Rehder
Keyword(s):  
Hilbert Space ◽  
Conditional Probability ◽  
Mechanical Systems ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Quantum Mechanical ◽  
Probability Operator ◽  
Quantum Mechanical Systems ◽  
Necessary And Sufficient ◽  
New Criteria

Abstract Necessary and sufficient conditions for commutativity of two projections in Hilbert space are given through properties of so-called conditional connectives which are derived from the conditional probability operator PQP. This approach unifies most of the known proofs, provides a few new criteria, and permits certain suggestive interpretations for compound properties of quantum-mechanical systems.

scholarly journals On the Almost Periodic Solutions of Differential Equations on Hilbert Spaces

2009 ◽  
Vol 2009 ◽  
pp. 1-11 ◽  
Author(s):  
Nguyen Thanh Lan
Keyword(s):  
Differential Equation ◽  
Hilbert Space ◽  
Periodic Solution ◽  
Periodic Solutions ◽  
Hilbert Spaces ◽  
Sufficient Conditions ◽  
Almost Periodic Solution ◽  
Almost Periodic Solutions ◽  
Almost Periodic ◽  
Necessary And Sufficient

For the differential equation , on a Hilbert space , we find the necessary and sufficient conditions that the above-mentioned equation has a unique almost periodic solution. Some applications are also given.

scholarly journals Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms

1996 ◽  
Vol 28 (3) ◽  
pp. 784-801 ◽  
Author(s):  
I-Jeng Wang ◽  
Edwin K. P. Chong ◽  
Sanjeev R. Kulkarni
Keyword(s):  
Hilbert Space ◽  
Approximation Algorithms ◽  
Stochastic Approximation ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Necessary And Sufficient ◽  
Noise Sequences

We consider stochastic approximation algorithms on a general Hilbert space, and study four conditions on noise sequences for their analysis: Kushner and Clark's condition, Chen's condition, a decomposition condition, and Kulkarni and Horn's condition. We discuss various properties of these conditions. In our main result we show that the four conditions are all equivalent, and are both necessary and sufficient for convergence of stochastic approximation algorithms under appropriate assumptions.

scholarly journals Some additive and multiplicative results for generalized inverses

Filomat ◽  
2015 ◽  
Vol 29 (9) ◽  
pp. 2049-2057
Author(s):  
Jovana Nikolov-Radenkovic
Keyword(s):  
Hilbert Space ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Generalized Inverses ◽  
Reverse Order ◽  
Reverse Order Law ◽  
Necessary And Sufficient ◽  
Regular Operators

In this paper we give necessary and sufficient conditions for A1{1,3} + A2{1, 3}+ ... + Ak{1,3} ? (A1 + A2 + ... + Ak){1,3} and A1{1,4} + A2{1,4} + ... + Ak{1,4} ? (A1 + A2 + ... + Ak){1,4} for regular operators on Hilbert space. We also consider similar inclusions for {1,2,3}- and {1,2,4}-i inverses. We give some new results concerning the reverse order law for reflexive generalized inverses.

scholarly journals On the Periodicity of General Class of Difference Equations

Axioms ◽  
2020 ◽  
Vol 9 (3) ◽  
pp. 75 ◽  
Author(s):  
Osama Moaaz ◽  
Hamida Mahjoub ◽  
Ali Muhib
Keyword(s):  
Periodic Solutions ◽  
Difference Equations ◽  
General Class ◽  
Sufficient Conditions ◽  
Usual Method ◽  
Necessary And Sufficient Conditions ◽  
New Method ◽  
Nonlinear Difference Equations ◽  
Existence Of Periodic Solutions ◽  
Necessary And Sufficient

In this paper, we are interested in studying the periodic behavior of solutions of nonlinear difference equations. We used a new method to find the necessary and sufficient conditions for the existence of periodic solutions. Through examples, we compare the results of this method with the usual method.

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