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

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dc.contributor.authorDiblík, Josefcs
dc.contributor.authorDzhalladova, Iradacs
dc.contributor.authorRůžičková, Miroslavacs
dc.coverage.issue11cs
dc.coverage.volume11cs
dc.date.accessioned2020-08-04T11:01:52Z
dc.date.available2020-08-04T11:01:52Z
dc.date.issued2019-10-30cs
dc.description.abstractIn many cases, it is difcult to nd 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 coefcients 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.en
dc.formattextcs
dc.format.extent1-14cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationSymmetry. 2019, vol. 11, issue 11, p. 1-14.en
dc.identifier.doi10.3390/sym11111338cs
dc.identifier.issn2073-8994cs
dc.identifier.other159586cs
dc.identifier.urihttp://hdl.handle.net/11012/184671
dc.language.isoencs
dc.publisherMDPIcs
dc.relation.ispartofSymmetrycs
dc.relation.urihttps://www.mdpi.com/2073-8994/11/11/1338cs
dc.rightsCreative Commons Attribution 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/2073-8994/cs
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/cs
dc.subjectMarkov and semi-Markov chainen
dc.subjectrandom transformation of solutionsen
dc.subjectL2-stabilityen
dc.subjectjumps of solutionsen
dc.subjectmoment equationsen
dc.titleA dynamical system with random parameters as a mathematical model of real phenomenaen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-159586en
sync.item.dbtypeVAVen
sync.item.insts2020.08.04 13:01:52en
sync.item.modts2020.08.04 12:33:12en
thesis.grantorVysoké učení technické v Brně. Fakulta stavební. Centrum AdMaS - VP2 - KCEcs
thesis.grantorVysoké učení technické v Brně. Fakulta stavební. Ústav matematiky a deskriptivní geometriecs
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