Deterministic dynamical bounds on moments of nonstationary stochastic processes
نویسنده
چکیده
In this contribution we deal with the deterministic dominance of the proba bility moments of stochastic processes More precisely given a positive stochastic process we propose to dominate its probability moment sequence by the trajectory of appropriate lower and upper dominating deterministic processes The analysis of the behavior of the original stochastic process is then transferred to the stability analysis of the deterministic dominating processes The result is applied to a nonstationary auto regressive process that appears in the system identi cation literature
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