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: | Artículo |
| Fecha de publicación: | 2014 |
| País: | España |
| Institución: | Universitat Politècnica de València (UPV) |
| Repositorio: | RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
| Lenguaje: | Inglés |
| OAI Identifier: | oai:riunet.upv.es:10251/60296 |
| Acceso en línea: | https://riunet.upv.es/handle/10251/60296 |
| Nivel de acceso: | Acceso abierto |
| Palabra clave: | Random Variable Transformation method First probability density function Random homogeneous linear second-order difference equations MATEMATICA APLICADA |
| Sumario: | 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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