On joint probability density functions of discrete time iterative processes
In this work, we develop an algorithm for determining the marginal probability density function of the solution processes of a nonlinear non-stationary discrete time iterative process with random parameters. The results include the case of degenerate random initial states. As a by-product of our study, the special case when the initial state is non-degenerate is addressed. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.
density function liouville's theorem