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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 134–141
(Mi znsl138)
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This article is cited in 3 scientific papers (total in 3 papers)
The growth rate of state vector in a generalized linear stochastic system with symmetric matrix
N. K. Krivulin Saint-Petersburg State University
Abstract:
The mean growth rate of state vector is evaluated for a generalized linear stochastic second-order system with symmetric matrix. The diagonal entries of the matrix are assumed to be independent and exponentially distributed with different means, whereas the nondiagonal entries are equal to zero.
Received: 30.11.2006
Citation:
N. K. Krivulin, “The growth rate of state vector in a generalized linear stochastic system with symmetric matrix”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 134–141; J. Math. Sci. (N. Y.), 147:4 (2007), 6924–6928
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https://www.mathnet.ru/eng/znsl138 https://www.mathnet.ru/eng/znsl/v341/p134
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Abstract page: | 304 | Full-text PDF : | 71 | References: | 44 |
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