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Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems

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Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems

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Cortés, J.; Navarro-Quiles, A.; Romero, J.; Roselló, M. (2017). Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems. Applied Mathematics Letters. 68:150-156. doi:10.1016/j.aml.2016.12.015

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/103779

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Title: Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[EN] This paper deals with the explicit determination of the first probability density function of the solution stochastic process to random autonomous first-order linear systems of difference equations under very general ...[+]
Subjects: Random autonomous linear difference systems , First probability density function , Random phase portrait
Copyrigths: Reserva de todos los derechos
Source:
Applied Mathematics Letters. (issn: 0893-9659 )
DOI: 10.1016/j.aml.2016.12.015
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.aml.2016.12.015
Thanks:
This work has been partially supported by the Ministerio de Economia y Competitividad grant MTM2013-41765-P. Ana Navarro Quiles acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigation y ...[+]
Type: Artículo

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