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Heuristic approximation method for a random flow of events by an MC-flow with arbitrary number of states

  • Stochastic Systems, Queueing Systems
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Abstract

This paper considers the approximation problem for an observable random flow of events using an MC-flow. A separation algorithm for stationarity segments is suggested. In addition, we propose an evaluation algorithm for the number of states and intensity of the approximating MC-flow by event occurrence instants in the observable flow.

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Authors and Affiliations

  1. Tomsk State Pedagogical University, Tomsk, Russia

    E. N. Bekkerman & S. G. Kataev

  2. Tomsk State University, Tomsk, Russia

    S. S. Kataeva

Authors
  1. E. N. Bekkerman
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  2. S. G. Kataev
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  3. S. S. Kataeva
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Additional information

Original Russian Text © E.N. Bekkerman, S.G. Kataev, S.S. Kataeva, 2013, published in Avtomatika i Telemekhanika, 2013, No. 9, pp. 20–33.

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Bekkerman, E.N., Kataev, S.G. & Kataeva, S.S. Heuristic approximation method for a random flow of events by an MC-flow with arbitrary number of states. Autom Remote Control 74, 1449–1459 (2013). https://doi.org/10.1134/S0005117913090026

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  • DOI: https://doi.org/10.1134/S0005117913090026

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