A dynamical system with random parameters as a mathematical model of real phenomena
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F19%3APU133879" target="_blank" >RIV/00216305:26110/19:PU133879 - isvavai.cz</a>
Result on the web
<a href="https://www.mdpi.com/2073-8994/11/11/1338" target="_blank" >https://www.mdpi.com/2073-8994/11/11/1338</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3390/sym11111338" target="_blank" >10.3390/sym11111338</a>
Alternative languages
Result language
angličtina
Original language name
A dynamical system with random parameters as a mathematical model of real phenomena
Original language description
In many cases, it is difficult to find a solution to a system of difference equations with random structure in a closed form. Thus, a random process, which is the solution to such a system, can be described in another way, for example, by its moments. In this paper, we consider systems of linear difference equations whose coefficients depend on a random Markov or semi-Markov chain with jumps. The moment equations are derived for such a system when the random structure is determined by a Markov chain with jumps. As an example, three processes: Threats to security in cyberspace, radiocarbon dating, and stability of the foreign currency exchange market are modelled by systems of difference equations with random parameters that depend on a semi-Markov or Markov process. The moment equations are used to obtain the conditions under which the processes are stable.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/LO1408" target="_blank" >LO1408: AdMaS UP – Advanced Building Materials, Structures and Technologies</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Symmetry
ISSN
2073-8994
e-ISSN
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Volume of the periodical
11
Issue of the periodical within the volume
11
Country of publishing house
CH - SWITZERLAND
Number of pages
14
Pages from-to
1-14
UT code for WoS article
000502276600013
EID of the result in the Scopus database
2-s2.0-85075521360