Sample-Path Stability of Non-Stationary Dynamic Economic Systems
نویسندگان
چکیده
منابع مشابه
Sample-Path Stability of Non-Stationary Dynamic Economic Systems
The goal of this paper is to introduce and illustrate a new approach to the stability analysis of sample-paths of nonlinear stochastic economic models with non-stationary components. We place our study within the mathematical theory of random dynamical systems and apply the concept of a random fixed point which is tailor-made for the study of the long-term behavior of sample-paths in stochastic...
متن کاملOn Dynamic Decoupling and Dynamic Path Controllability in Economic Systems
In the theory of economic policy making a standard question deals with the ability of guiding a given set of target variables along arbitrarily chosen time paths by a suitable selection of the policy instruments at each time instant. The rationale of having a positive answer to this question of dynamic path controllability or perfect controllability is of course that in such a situation the pol...
متن کاملMonitoring of Non Stationary Systems Using Dynamic Pattern Recognition
The monitoring of non stationary systems permit to follow online the evolutions and changes which occur in the course of time. In Pattern Recognition (PR) the functioning modes are represented by a set of similar patterns, called classes. These patterns are obtained by observation of the most informative parameters of the system. To realize the monitoring of a system functioning PR methods uses...
متن کاملIdentifiability of EIV Dynamic Systems with Non-Stationary Data
This paper presents novel results related to the identifiability of EIV dynamic systems based on exploiting properties of non-stationary data. We analyze single-input singleoutput systems using second order properties. Our results show that, it is possible to establish identifiability of EIV systems under mild conditions when the data is non-stationary.
متن کاملDynamic and Stability Analysis of Flexible Cam-Follower Systems
In this paper, dynamic and stability analysis of a flexible cam-follower system is investigated. Equation of motion is derived considering flexibility of the follower and camshaft. Viscous and Coulomb frictions are considered in the rocker arm pivot. The normalized equation of motion of the system is a 2nd- order differential equation with periodic coefficients.
Floquet theory is employed to...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2000
ISSN: 1556-5068
DOI: 10.2139/ssrn.236013