Statistical Behavior of Linear Systems with Randomly Varying Parameters

DOI10.1063/1.1724328zbMath0124.33801OpenAlexW2021784378MaRDI QIDQ5328450

M. A. Leibowitz

Publication date: 1963

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1724328

zbMATH Keywords

probability theory

Related Items (17)

Behavior of a linear system under small random excitation of its parameters ⋮ Ornstein-Uhlenbeck process with fluctuating damping ⋮ Stability in the mean square of a system of stochastic differential equations ⋮ On stochastic differential equations with non-white noise having small correlation times ⋮ Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming ⋮ About stability of stochastic elastic and viscoelastic systems ⋮ Stabilization of linear systems by a multiplicative random noise ⋮ A survey of stability of stochastic systems ⋮ Mean square stabilization of linear systems by mean zero noise ⋮ Systems containing random parameters with small correlation times ⋮ Systems under the influence of white and colored Poisson noise ⋮ Statistical averages in dynamical systems ⋮ On the impossibility of stabilizing a system in the mean-square by random perturbation of its parameters ⋮ Solving linear stochastic differential equations ⋮ Stability of a linear system with random disturbances of its parameters ⋮ A Markovian random coupling model for turbulence ⋮ On the stability of nonlinear stochastic systems

Cites Work

• Stochastic Problems in Physics and Astronomy

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