A Case of a Random Difference Equation Connected with a Filtered Binary Process

✍ Scribed by Jean-François Chamayou

• Book ID: 102558043
• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 147 KB
• Volume: 17
• Category: Article
• ISSN: 0196-8858
• DOI: 10.1006/aama.1996.0004

✦ Synopsis

Pawula and Rice have studied filtered random binary processes; the distribution of their process for special values of the parameters is computable in closed form. The same study is done for the random linear difference equation arising from 1 triggered shot noise for parameters: , 1. A closed form for the probability density 2 of the stationary case is obtained.