Simulation Of Distribution Of The Maximum Of The Chentsov Field On ‘Steps’

dc.contributor.authorKruglova, N. V.
dc.contributor.authorDykhovychnyi, O. O.
dc.contributor.authorLysenko, D.R.
dc.contributor.authorBogdanova, N. V.
dc.date.accessioned2022-02-11T09:46:29Z
dc.date.available2022-02-11T09:46:29Z
dc.date.issued2020
dc.description.abstractenThe paper extends the results obtained by Paranjape, Park, Klesov and Kruglova. A method of finding the distribution of the maximum of a Chentsov field restriction on a polyline is suggested. To do this, it was proposed to simulate a random process that corresponds to the restriction. The suggested algorithm has high computational efficiency which is crucial due to a large number of points of division of the process trajectory. The selection of the distributions of extreme functionals from the field was performed by means of the statistical programming language R. The Weibull distribution was chosen as the most suitable distribution, which was confirmed by the Kolmogorov criterion, as well as by Q-Q and P-P diagrams.uk
dc.format.pagerangeС. 93-101uk
dc.identifier.citationKruglova, N. V. Simulation Of Distribution Of The Maximum Of The Chentsov Field On ‘Steps’ / N. V. Kruglova, O. O. Dykhovychnyi, D.R. Lysenko, N. V. Bogdanova // Адаптивні системи автоматичного управління : міжвідомчий науково-технічний збірник. – 2020. – № 2 (37). – С. 93-101. – Бібліогр.: 10 назв.uk
dc.identifier.doihttps://doi.org/10.20535/1560-8956.37.2020.226826
dc.identifier.urihttps://ela.kpi.ua/handle/123456789/46357
dc.language.isoenuk
dc.publisherКПІ ім. Ігоря Сікорськогоuk
dc.publisher.placeКиївuk
dc.sourceАдаптивні системи автоматичного управління : міжвідомчий науково-технічний збірник, 2020, № 2 (37)uk
dc.subjectChentsov fielduk
dc.subjectpercolationuk
dc.subjectGaussian processuk
dc.subjectmaximum distributionuk
dc.subjectmodellinguk
dc.subjectlanguage Ruk
dc.subject.udc519.21uk
dc.titleSimulation Of Distribution Of The Maximum Of The Chentsov Field On ‘Steps’uk
dc.typeArticleuk

Файли

Контейнер файлів
Зараз показуємо 1 - 1 з 1
Вантажиться...
Ескіз
Назва:
ASAU_2020_2_p93-101.pdf
Розмір:
830.94 KB
Формат:
Adobe Portable Document Format
Опис:
Ліцензійна угода
Зараз показуємо 1 - 1 з 1
Ескіз недоступний
Назва:
license.txt
Розмір:
9.01 KB
Формат:
Item-specific license agreed upon to submission
Опис: