Probabilistic solution of random homogeneous linear second-order difference equations
This paper deals with the computation of the first probability density function of the solution of random homogeneous linear second-order difference equations by the Random Variable Transformation method. This approach allows us to generalize the classical solution obtained in the deterministic scen...
| Autores: | , , , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2014 |
| País: | España |
| Recursos: | Universitat Politècnica de València (UPV) |
| Repositório: | RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
| Idioma: | inglês |
| OAI Identifier: | oai:riunet.upv.es:10251/60296 |
| Acesso em linha: | https://riunet.upv.es/handle/10251/60296 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Random Variable Transformation method First probability density function Random homogeneous linear second-order difference equations MATEMATICA APLICADA |
| Resumo: | This paper deals with the computation of the first probability density function of the solution of random homogeneous linear second-order difference equations by the Random Variable Transformation method. This approach allows us to generalize the classical solution obtained in the deterministic scenario. Several illustrative examples are provided. |
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