A dynamical system with random parameters as a mathematical model of real phenomena

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

A dynamical system with random parameters as a mathematical model of real phenomena

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

A dynamical system with random parameters as a mathematical model of real phenomena

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

<a href="/cs/project/LO1408" target="_blank" >LO1408: AdMaS UP - Pokročilé stavební materiály, konstrukce a technologie</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Symmetry

ISSN

2073-8994

e-ISSN

—

Svazek periodika

11

Číslo periodika v rámci svazku

11

Stát vydavatele periodika

CH - Švýcarská konfederace

Počet stran výsledku

14

Strana od-do

1-14

Kód UT WoS článku

000502276600013

EID výsledku v databázi Scopus

2-s2.0-85075521360