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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

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Título: Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems
Autor:
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[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 ...[+]
Palabras clave: Random autonomous linear difference systems , First probability density function , Random phase portrait
Derechos de uso: Embargado
Fuente:
Applied Mathematics Letters. (issn: 0893-9659 )
DOI: 10.1016/j.aml.2016.12.015
Editorial:
Elsevier
Versión del editor: http://dx.doi.org/10.1016/j.aml.2016.12.015
Agradecimientos:
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 ...[+]
Tipo: Artículo

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