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On joint probability density functions of discrete time iterative processes

Author

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  • Ladde, G.S.
  • Lawrence, Bonita A.

Abstract

In this work, we develop an algorithm for determining the marginal probability density function of the solution processes of a nonlinear non-stationary discrete time iterative process with random parameters. The results include the case of degenerate random initial states. As a by-product of our study, the special case when the initial state is non-degenerate is addressed.

Suggested Citation

  • Ladde, G.S. & Lawrence, Bonita A., 2003. "On joint probability density functions of discrete time iterative processes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 63(6), pages 629-650.
  • Handle: RePEc:eee:matcom:v:63:y:2003:i:6:p:629-650
    DOI: 10.1016/S0378-4754(03)00093-4
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    References listed on IDEAS

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    1. Harlow, D.G. & Delph, T.J., 1991. "The numerical solution of random initial-value problems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(3), pages 243-258.
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    Cited by:

    1. Griffin, Byron L. & Ladde, G.S., 2004. "Qualitative properties of stochastic iterative processes under random structural perturbations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 67(3), pages 181-200.

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    More about this item

    Keywords

    Density function; Liouville’s Theorem;

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