On joint probability density functions of discrete time iterative processes

G.S. Ladde and Bonita A. Lawrence

Mathematics and Computers in Simulation (MATCOM), 2003, vol. 63, issue 6, 629-650

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.

Keywords: Density function; Liouville’s Theorem (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:63:y:2003:i:6:p:629-650

DOI: 10.1016/S0378-4754(03)00093-4

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