Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study
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 th...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2016-01-01
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Series: | Abstract and Applied Analysis |
Online Access: | http://dx.doi.org/10.1155/2016/6372108 |