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JOURNALS // Upravlenie Bol'shimi Sistemami // Archive

UBS, 2024 Issue 111, Pages 306–330 (Mi ubs1236)

Simulation Tools for Control Systems and Controlled Objects

On the modeling the behaviour of one markov process using the method of modeling random variables using intensities

G. A. Zverkinaa, A. Koshelevab

a V.A. Trapeznikov Institute of Control Sciences of RAS, Moscow
b Lomonosov Moscow State University

Abstract: In the past, the authors proposed a method for modeling of random variable using intensity which is one of the characteristics of the distribution function. The results of testing this method to simulate the behaviour of a stochastic model, specifically a model of a pair of recoverable dependent elements, are presented. The model under study’s behavior can be studied analytically by selecting the characteristics of periods of failure-free operation and recovery periods. Simulation modeling using both the "classical" method and the method of modeling random variables by intensity yielded results. The availability factor behaviour of the model under study was compared to an analytical solution based on these results. The analytical solution was compared to numerical experiments to arrive at the following conclusion: the classical modeling method does not outperform the accuracy of modeling the behaviour of a random process using the method of modeling random variables using intensities.

Keywords: random variable intensity, numerical simulation of Markov process, discussion of simulation optimization, modeling of random variable using intensity

UDC: 519.2, 519.6
BBK: 22.171, 22.176, 22.19

Received: April 30, 2024
Published: September 30, 2024

DOI: 10.25728/ubs.2024.111.13



© Steklov Math. Inst. of RAS, 2025