Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study
Joint Authors
Cortés López, Juan Carlos
Casabán, M.-C.
Romero, J.-V.
Roselló, M.-D.
Source
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-22, 22 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-04-11
Country of Publication
Egypt
No. of Pages
22
Main Subjects
Abstract EN
This paper presents a complete stochastic solution represented by the first probability density function for random first-order linear difference equations.
The study is based on Random Variable Transformation method.
The obtained results are given in terms of the probability density functions of the data, namely, initial condition, forcing term, and diffusion coefficient.
To conduct the study, all possible cases regarding statistical dependence of the random input parameters are considered.
A complete collection of illustrative examples covering all the possible scenarios is provided.
American Psychological Association (APA)
Casabán, M.-C.& Cortés López, Juan Carlos& Romero, J.-V.& Roselló, M.-D.. 2016. Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study. Abstract and Applied Analysis،Vol. 2016, no. 2016, pp.1-22.
https://search.emarefa.net/detail/BIM-1094764
Modern Language Association (MLA)
Casabán, M.-C.…[et al.]. Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study. Abstract and Applied Analysis No. 2016 (2016), pp.1-22.
https://search.emarefa.net/detail/BIM-1094764
American Medical Association (AMA)
Casabán, M.-C.& Cortés López, Juan Carlos& Romero, J.-V.& Roselló, M.-D.. Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study. Abstract and Applied Analysis. 2016. Vol. 2016, no. 2016, pp.1-22.
https://search.emarefa.net/detail/BIM-1094764
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1094764