Research Article

Random First-Order Linear Discrete Models and Their Probabilistic Solution: A Comprehensive Study

Table 1

List of the thirteen different cases considered to conduct the full study. This classification is made regarding whether the discrete initial value problem is homogeneous (H) or nonhomogeneous (NH) and the way that uncertainty is considered (one random variable or a random vector in two or three dimensions).

Type Discrete initial value problem Case

H I.1 is a random variable
I.2 is a random variable
I.3 is a random vector

NH II.1 is a random variable
II.2 is a random variable
II.3 is a random vector
  
III.1 is a random variable
III.2 is a random variable
III.3 is a random variable
III.4 is a random vector
III.5 is a random vector
III.6 is a random vector
III.7 is a random vector