On joint probability density functions of discrete time iterative processes

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.

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Year of publication:	2003
Authors:	Ladde, G.S. ; Lawrence, Bonita A.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 63.2003, 6, p. 629-650
Publisher:	Elsevier
Subject:	Density function \| Liouville’s Theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749019