Probabilistic solution of random homogeneous linear second-order difference equations

This paper deals with the computation of the first probability density function of the solution of random homogeneous linear second-order difference equations by the Random Variable Transformation method. This approach allows us to generalize the classical solution obtained in the deterministic scenario. Several illustrative examples are provided.This work was sponsored by "Ministerio de Economa y Competitividad" of the Spanish Government in the frame of the Project with Reference TRA2012-36932.Casabán Bartual, MC.; Cortés López, JC.; Romero Bauset, JV.; Roselló Ferragud, MD. (2014). Probabilistic solution of random homogeneous linear second-order difference equations. Applied Mathematics Letters. 34:27-32. https://doi.org/10.1016/j.aml.2014.03.01027323