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
Heat distributions help researchers to understand curved space
Professor quantifies how 'one thing leads to another'
Team announces construction of a formal computer-verified proof of the Kepler conjecture

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