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9
Issue
vol 63 / September, 2020
Article

DOI 10.17586/0021-3454-2019-62-1-40-49

UDC 004.056.53

CORRECTNESS OF MARKOV MODELS WITH DISCRETE STATES AND CONTINUOUS TIME

K. A. Shcheglov
ITMO University, Saint Petersburg, 197101, Russian Federation; OOO «Scientific Production Enterprise «Information technologies in business»; postgraduate; development manager


A. Y. Shcheglov
ITMO University, Saint Petersburg, 197101, Russian Federation; OOO «Scientific Production Enterprise «Information technologies in business»; Professor; General Director


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Abstract. Questions of correctness of Markov models with discrete states and continuous time characterized by independence of input random events are investigated. It is proved that the countable model is correct if it realizes the requirements formulated in the work. Requirements are formulated and approaches to the transformation of the accounting model into a correct final model with and without losses are substantiated.
Keywords: Markov process, model, correctness, requirements, modeling of systems with and without losses, stationary input stream of random events, probabilistic rarefaction of input stream between system states

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