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...

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Bibliographic Details
Main Authors: M.-C. Casabán, J.-C. Cortés, J.-V. Romero, M.-D. Roselló
Format: Article
Language:English
Published: Hindawi Limited 2016-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2016/6372108