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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1997 Volume 61, Issue 6, Pages 803–809 (Mi mzm1564)

This article is cited in 1 paper

Concerning a stochastic dynamical system

Z. I. Bezhaevaa, V. I. Oseledetsb

a Moscow State Institute of Electronics and Mathematics
b M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: We study the discrete-time dynamical system
$$ X_{n+1}=2\sigma\cos(2\pi\theta_n)g(X_n),\qquad n\in\mathbb Z, $$
Where $\theta_n$ is an ergodic stationary process whose univariate distribution is uniform on the interval $[0,1]$, the function $g(x)$ is odd, bounded, increasing, and continuous, and $\mathbb Z$ is the ring of integers. It is proved that under certain conditions there exists a unique stationary process that is a solution of the above equation and this process has a continuous purely singular spectrum.

UDC: 519.21

Received: 04.05.1995

DOI: 10.4213/mzm1564


 English version:
Mathematical Notes, 1997, 61:6, 675–680

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