THE DECOMPOSITION METHOD FOR SOLVING ANALYSIS PROBLEMS OF HIGH DIMENSIONAL MARKOV SYSTEMS
DOI:
https://doi.org/10.26906/SUNZ.2020.2.090Keywords:
high-dimensional markov system, system decomposition method, computing technology implementation procedureAbstract
The subject of the article is the decomposition computing procedure, which uses the method of phase system states enlargement. The goal is to develop a special method of analysis of high-dimensional Markov systems. The method should analytically provide obtaining explicit relations that determine the dependence of system state probabilities distribution on numerical values of system parameters. Task: Consider the problem of analyzing high-dimensional Markov systems with many possible states. Propose a decomposition computational procedure that uses the method of phase system states enlargement. Results: The analysis problem of high-dimensional Markov systems with a large number of possible states is considered. The decomposition computational procedure using the method of phase system states enlargement is proposed. Conclusions: The proposed method allows to reduce the solution of the initial complex problem to a set of simpler small dimension problems. The method is analytically provides obtaining explicit relations that determine the dependence of system state probabilities distribution on numerical values of system parameters. The technology solution for solving the problem is illustrated by two examplesDownloads
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