Title of article :
Some Statistical Characteristics Depending on the Maximum Variance of Solution of Two Dimensional Stochastic Fredholm Integral Equation contains Two Gamma Processes
Author/Authors :
muflih, mohammad w. baghdad university - college of education for pure science(ibn al-haitham) - department of mathematics, Iraq , jabbar, noor a. a. baghdad university - college of education for pure science(ibn al-haitham) - department of mathematics, Iraq
Abstract :
In this paper, we find the two solutions of two dimensional stochastic Fredholm integral
equations contain two gamma processes differ by the parameters in two cases and equal in the
third are solved by the Adomain decomposition method. As a result of the solutions
probability density functions and their variances at the time t are derived by depending upon
the maximum variances of each probability density function with respect to the three cases.
The auto covariance and the power spectral density functions are also derived. To indicate
which of the three cases is the best, the auto correlation coefficients are calculated.
Keywords :
Adomain Decomposition Method , Gamma Process , Two Dimensional Stochastic Fredholm Integral Equations
Journal title :
Ibn Alhaitham Journal For Pure and Applied Science
Journal title :
Ibn Alhaitham Journal For Pure and Applied Science