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The non-linear autoregression Un+r = Unb .sign(U") * m * ,, where f, is a white noise, emerges both in delta modulation and in sigma-delta modulation, see [6, We prove the existence of a unique invariant measure and some ergodic properties, and discuss a time continuous approximation of the process. real valued, discrete time Markov process. The aspects of the theory of Markov
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Timo Koski (1992) studied this question.
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