Two-sided bounds on the mean vector and covariance matrix in linear stochastically excited vibration systems with application of the differential calculus of norms

DOI10.1080/23311835.2015.1021603zbMath1345.34111OpenAlexW1978140350MaRDI QIDQ2813470

Ludwig Kohaupt

Publication date: 24 June 2016

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2015.1021603

zbMATH Keywords

covariance matrixtwo-sided boundsmean vectordifferential calculus of normslinear stochastic vibration system excited by white noise

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Two-sided bounds on some output-related quantities in linear stochastically excited vibration systems with application of the differential calculus of norms

Cites Work

• Differential calculus for \(p\)-norms of complex-valued vector functions with applications
• Second Logarithmic Derivative of a Complex Matrix in the Chebyshev Norm
• A Finite Series Solution of the Matrix Equation $AX - XB = C$
• Differential calculus for some \(p\)-norms of the fundamental matrix with applications
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