IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v63y2003i6p629-650.html
   My bibliography  Save this article

On joint probability density functions of discrete time iterative processes

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475403000934
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/S0378-4754(03)00093-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zavattaro, M.G. & Riganti, R., 1992. "Statistics of the solution of singularly perturbed systems with random initial conditions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 34(5), pages 487-499.
    2. 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.

    More about this item

    Keywords

    Density function; Liouville’s Theorem;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:63:y:2003:i:6:p:629-650. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.