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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 2, Pages 255–269 (Mi tvp3646)

Discrete wave equations with random parameters and a discrete string with random masses

L. D. Pustyl'nikov

M. V. Keldysh Institute for Applied Mathematics, Russian Academy of Sciences

Abstract: The problem under consideration is a modern development of one of the oldest problems of mathematics and mechanics: investigating oscillations of a string, the mass of which is concentrated in a finite number of equidistant points for the case where the masses are realizations of a sequence of random variables. By studying the corresponding differential equation with random parameters, explicit asymptotic expressions are obtained for frequencies and amplitudes of random oscillations and their probabilistic characteristics for a finite string and in which the number of points tends to infinity. Central limit theorems are established for functions characterizing frequencies of oscillations.

Keywords: discrete string, random masses, discrete wave equation with random parameters, frequencies of oscillations, amplitudes of oscillations.

Received: 01.04.1999

DOI: 10.4213/tvp3646


 English version:
Theory of Probability and its Applications, 2003, 47:2, 257–268

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