Article ID Journal Published Year Pages File Type
1707950 Applied Mathematics Letters 2014 6 Pages PDF
Abstract

This paper deals with the computation of the first probability density function of the solution of random homogeneous linear second-order difference equations by the Random Variable Transformation method. This approach allows us to generalize the classical solution obtained in the deterministic scenario. Several illustrative examples are provided.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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