On joint probability density functions of discrete time iterative processes. (Q1418592)
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| English | On joint probability density functions of discrete time iterative processes. |
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On joint probability density functions of discrete time iterative processes. (English)
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14 January 2004
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The aim of the paper is to develop an algorithm for determining the marginal probability density function of a solution for nonlinear, non-stationary systems governed by a discrete-time iterative process with random parameters. The paper addresses both the degenerate and non-degenerate cases for the components of the initial data, and considers the situation when the number of deterministic components of the initial state is less or equal to the dimension of the random parameters. Several examples of linear and \(n\)-order system models to which the new devised algorithm can be applied are analyzed in detail.
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marginal probability density function
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Liouville's theorem
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nonlinear non-stationary systems
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discrete-time iterative process with random parameters
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algorithm
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numerical examples
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