English

Random additive perturbation of a $k$ term recurrence relation

Dynamical Systems 2025-12-11 v2 Probability

Abstract

We are interested in stochastic processes satisfying a nonlinear recurrence relation of the form Xn+k=Φ0(Xn,...,Xn+k1)+ΘnX_{n + k} = \Phi_0 (X_n, ..., X_{n + k - 1}) + \Theta_n where Θ\Theta is a noise term. We establish the existence of an invariant measure for this process under given sufficient conditions on Φ0.\Phi_0.

Keywords

Cite

@article{arxiv.2412.14781,
  title  = {Random additive perturbation of a $k$ term recurrence relation},
  author = {Lisette Jager and Killian Verdure},
  journal= {arXiv preprint arXiv:2412.14781},
  year   = {2025}
}

Comments

This work is a continuation of a previous paper on this problem (arXiv:1606.01644)

R2 v1 2026-06-28T20:42:07.775Z