Random matrix difference models arising in long-term medical drug strategies
This paper deals with the construction of random discrete solutions of coupled linear difference equations, incorporating uncertainty into both the initial condition and the source term. First, sufficient conditions in order to guarantee mean square stability of the solution are provided, then the m...
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Veröffentlicht in: | Applied mathematics and computation 2010-11, Vol.217 (5), p.2149-2161 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | This paper deals with the construction of random discrete solutions of coupled linear difference equations, incorporating uncertainty into both the initial condition and the source term. First, sufficient conditions in order to guarantee mean square stability of the solution are provided, then the main statistical functions, such as mean and covariance of the discrete solution stochastic process, are given. Finally, illustrative examples of potential interest in long-time medical drug strategies are shown. |
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ISSN: | 0096-3003 1873-5649 |
DOI: | 10.1016/j.amc.2010.07.014 |