Digital simulation of multidimensional Gauss-Markov random processes

1969 ◽  
Vol 14 (1) ◽  
pp. 112-113 ◽  
Author(s):  
R. Mehra
1979 ◽  
Vol 23 (01) ◽  
pp. 76-84 ◽  
Author(s):  
Masanobu Shinozuka ◽  
Peter Wai

The present study develops a technique of digital generation of sample functions of multidimensional Gaussian random processes with the aid of the Fast Fourier Transform algorithm modified to optimize the computer memory and execution time requirements. The technique can be used as an essential tool in a general Monte Carlo method of solution for a variety of engineering problems, particularly those involving the difficulties arising from nonlinearity and random nonhomogeneity. Use of the technique has been demonstrated in the generation of the short-crested sea surface elevation, which provides a vital input to the performance evaluation analysis of marine vehicles.


1995 ◽  
Vol 78 (3) ◽  
pp. 477-482
Author(s):  
J. A. DELGADO-PENIN ◽  
J. SERRAT-FERNANDEZ

2021 ◽  
pp. 52-62
Author(s):  
Tatyana Lebedkina ◽  
◽  
Sergey Sokolovsky ◽  

The purpose of this work: to develop a model that allows to assess the security of the information system of file exchange, to ensure the efficiency of servicing the maximum number of requests of authorized customers with a simultaneous decrease in the quality of service of requests from the attacker’s means. Methods used: formalization of service processes in the form of Markov random processes, as well as numerical methods. The result of the study: a criterion evaluation base for the effectiveness of the functioning of the information system of file exchange has been developed. The problem of dynamic management of the resource capabilities of the information system of file exchange by managing the parameters of data transmission has been solved. An assessment of the asymptotic stability and robustness of the model relative to the perturbations of the values of the initial parameters is solved in order to increase the adequacy of the model when choosing control modes for the data transmission process. Probabilistic and temporal characteristics and the process of functioning of the information system of file exchange in the conditions of unauthorized influences in various situations of interaction of the parties to the conflict, as well as in the managementand computational and time resource of the means of network intelligence of the attacker are obtained. The optimal modes of functioning of information systemsand file exchange, ensuring its compliance withthe established security requirements of critical information infrastructure objects, aresubstantiated.


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