Register to reply

Existence of moments-> Existence of distribution?

Share this thread:
RolandBerg
#1
Jan14-13, 10:16 AM
P: 1
Hi all,

this might come to you as a bit silly, because normally we are used to the vice-versa question. But here is what I have: a nonlinear time-series model, for which I can derive by infinite backwards iteration the mean and a limiting bound for variance. Now I just want to say that therefore a stationary distribution must exist.

Is this true? Any deep reason why?

[Of course moments are derived in terms of the distribution in the first place, but is this the argument?]
Phys.Org News Partner Mathematics news on Phys.org
'Moral victories' might spare you from losing again
Fair cake cutting gets its own algorithm
Effort to model Facebook yields key to famous math problem (and a prize)

Register to reply

Related Discussions
Local Existence and Global Existence of differential equations Differential Equations 4
Existence of a limit point implies existence of inifintely many limit points? Calculus & Beyond Homework 8
Multivariable limits, how to show existence or non-existence Calculus & Beyond Homework 7
Proving the existence, or non-existence, of unbiased estimators Set Theory, Logic, Probability, Statistics 0