Сorrespondence

First-Approximation Stability for Discrete-Time Stochastic Systems

V. A. Lazarev


Abstract: We prove that for first-approximation stability of the trajectories of a nonlinear discrete-time Markov chain it is sufficient that the linearized system be asymptotically stable in probability, and some positive-order moment of the difference between the right-hand sides of the nonlinear and the linearized systems be small in a certain sense.

Received: 04.03.1988

 English version: Problems of Information Transmission, 1989, 25:4, 343–346

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