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JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 2012 Volume 15, Number 3, Pages 111–123 (Mi sjim744)

This article is cited in 3 papers

Some applications of the stochastic theory of runs

L. Ya. Savel'eva, S. V. Balakinb

a Institute of Mathematics SB RAS, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia

Abstract: We describe some natural characteristics of runs in binary Markov chains and their applications in different fileds. We calculate the distributions and the first moments of the functionals describing the characteristics. The distribution and the average of the number of runs and the maximum of its lengths enable us to forecast critical situations connected with the modeled processes. Specific examples of applications in natural sciences and humanities are given.

Keywords: mathematical modeling, dynamics, Markov chains, runs, composites, crack.

UDC: 519.217.2+678.7

Received: 13.06.2012



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