Using a~randomized method of a~maximum cross-section for simulating random structure systems with distributed transitions

T. A. Averina

Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 19 (2016) no. 3, pp. 235-247.

Résumé

In this paper we consider the random structure systems with distributed transitions. A theorem about the form of conditional structure distributions has been proved. To simulatethese distributions a statistical algorithm using a randomized method of maximum cross-section is constructed. Also, a modified version of this algorithm using the simulation of one random number has been constructed. The algorithms developed were used for the simulation of the numerical solution of random structure systems with distributed transitions. The theorem about a weak convergence of the numerical solution, obtained by the algorithms developed has been proved.

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