Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1707950 | Applied Mathematics Letters | 2014 | 6 Pages |
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.
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Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
M.-C. Casabán, J.-C. Cortés, J.-V. Romero, M.-D. Roselló,