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JOURNALS // Chebyshevskii Sbornik // Archive

Chebyshevskii Sb., 2022 Volume 23, Issue 3, Pages 255–261 (Mi cheb1212)

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On the probability distribution densities of an aggregated random variable for evaluating the functioning of complex systems: a three-dimensional case

R. A. Zhukov, N. O. Kozlova

Financial University under the Government of the Russian Federation (Tula Branch) (Tula)

Abstract: \indent The probability distribution density of an aggregated random variable is constructed, which is used to estimate the parameters of an aggregated production function determined by a quadratic convolution of production functions characterizing the particular results of the functioning of elements of a complex system. The relations in quadratures for the three-dimensional case are obtained.

Keywords: probability distribution density, production function, aggregation, model, complex system.

UDC: 519.2

Received: 11.04.2022
Accepted: 14.09.2022

DOI: 10.22405/2226-8383-2022-23-3-255-261



© Steklov Math. Inst. of RAS, 2024