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Imitating modelling halfmarkov the casual Processes with use of a method of Monte-Carlo

Keywords:

M.L. Parinov – Ph.D. (Eng.), Associate Professor, Chair of Military Education-Research Center of Military Air Forces «Military Aviation Academy named for prof. N.E. Zhukovsky and Yu.A. Gagarin» (Voronezh)
S.E. Balain – Teacher, Chair of Military Education-Research Center of Military Air Forces «Military Aviation Academy named for prof. N.E. Zhukovsky and Yu.A. Gagarin» (Voronezh)
V.V. Obuhov – Competitor, Voronezh State Technical University


In article the approach to imitating modelling halfmarkov casual processes with use of a method of statistical modelling is offered. In particular, evolution modelled HMP is analyzed by likelihood draw of a possible trajectory of realisation of process and time of stay in everyone, belonging to a trajectory, a condition, with the subsequent estimation on the moments of time of modelling of quantity of occurrences on all set of conditions. Besides it, the number of visitings of an initial condition of the closed branches of the count that gives the chance to receive is likelihood-time indicators of cyclic subprocesses is estimated. In interests of verification of imitating model the convergence analysis by likelihood criterion of the received results and the data calculated analytically is carried out that besides a convergence estimation has allowed to prove quantity of realisations of model in interests of achievement of demanded level of reliability.
References:

  1. Koziraczkij Ju.L., Koziraczkij A.Ju., Parinov M.L. i dr. Modelirovanie konflikta slozhny'x sistem s ispol'zovaniem E'VM // Radiotexnika. 2008. № 5. S. 78–81.
  2. Koziraczkij Ju.L., Parinov M.L. i dr. Metodicheskie osnovy' formirovaniya modeli konflikta // Telekommunikaczii. 2011. № 4. S. 2–7.
  3. Fadin A.G. Modelirovanie radioe'lektronny'x sistem na E'VM: Uchebnik po specz. «Sredstva radioe'lektronnoj bor'by'». Voronezh: VIRE'. 2000. 493 s.
  4. Ventczel' E.S., Ovcharov L.A. Teoriya veroyatnostej i ee inzhenernoe prilozhenie. M.: Vy'ssh. shk. 2000. 480 s.

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