Skip to content
Licensed Unlicensed Requires Authentication Published by De Gruyter May 9, 2008

Algorithm of statistical simulation of dynamic systems with distributed change of structure*

T. A. Averina
From the journal

The paper considers dynamic systems with a distributed change of structure, where the structure number process in Markov process or a conditional Markov process. A statistical algorithm was constructed for probabilistic analysis of such systems. It is based on numerical methods for solution of the Stochastic Differential Equations (SDEs) and on the “maximum cross-section method”. Some results of numerical experiments are given.

Published Online: 2008-05-09
Published in Print: 2004-12

© de Gruyter 2004

Scroll Up Arrow