On some approach to investigation of a system of difference equations with random coefficients (Q2761548)
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scientific article; zbMATH DE number 1685529
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| English | On some approach to investigation of a system of difference equations with random coefficients |
scientific article; zbMATH DE number 1685529 |
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6 January 2002
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difference equations with random coefficients
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difference equation for mathematical expectation
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stability in mean
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algorithm
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On some approach to investigation of a system of difference equations with random coefficients (English)
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Let us consider the system of linear difference equations \(X_{n+1}=X_{n}+\mu A(n,\xi_{n})X_{n}\), where \(A(n,\xi_{n})\) is a matrix depending on a random process \(\xi_{n}\) and \(\mu\) is a small parameter. The author proposes an algorithm for constructing a system of difference equations for the mathematical expectation of \(X_{n}\). For the linear difference equation \(x_{n+1}=x_{n}+\mu a(\xi_{n})x_{n}\), where the random process \(\xi_{n}\) has three values, sufficient conditions of stability in the mean of the zero solution are obtained.
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0.8615332841873169
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0.8329101204872131
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0.8259167671203613
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0.810781717300415
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