Probability-theoretical generalization of the second Lyapunov method (Q1899541)
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scientific article; zbMATH DE number 803877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability-theoretical generalization of the second Lyapunov method |
scientific article; zbMATH DE number 803877 |
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Probability-theoretical generalization of the second Lyapunov method (English)
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2 November 1995
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A system of conditions is proposed under which the iterative processes (discrete time dynamic systems) are stable in the sense of Poisson and Lyapunov. Constraints are imposed only on the sequence of values of the Lyapunov function and its derivative. This feature enables to use these tests for studying the stability of a broad class of problems. Examples of application of the suggested tests to the law of large numbers and to some Monte-Carlo methods are given.
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iterative process
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relaxation property
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Lyapunov stability
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Monte-Carlo methods
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