ON THE STABILITY OF RANDOMLY VARYING SYSTEMS
CALIFORNIA UNIV BERKELEY ELECTRONICS RESEARCH LAB
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This analysis is concerned with the stability of random systems, that is, systems whose internal characteristics are governed by probability laws. Concepts of stability appropriate to random differential systems are formulated and discussed. Precise definitions of stability are stated and theorems interrelating these definitions are proven. Some particular types of stability investigated are, in the mean norm, in the ith moment, in probability, almost sure, and almost uniform-in-omega. Particular attention is focused on the random linear vector differential equation with piecewise constant parameters.
- Statistics and Probability