Determining the First Probability Density Function of Linear Random Initial Value Problems by the Random Variable Transformation (RVT) Technique: A Comprehensive Study

Figure 5

Plot of 𝑓₁(𝑧,𝑡) given by (67) in Example 14 at different values of 𝑡={0.1,0.2,0.3,…,1} (corresponding to the solid lines) in the case that 𝐵∼𝜒²(3), 𝑡₀=0, and 𝑧₀=1.