Devising an analytical method for solving the eighth-order Kolmogorov equations for an asymmetric Markov chain
DOI:
https://doi.org/10.15587/1729-4061.2024.312971Keywords:
state graph, state probabilities, simulation of random processes, distribution of rootsAbstract
The object of research is a complex system of three subsystems, which function independently of each other and are in a working or failed state. There is a need to analytically model and manage the Markov random process in the system, varying the intensity of their development-restoration and degradation-destruction flows. In the study, an analytical method for solving Kolmogorov equations of the eighth order for an asymmetric Markov chain was devised.
The corresponding Kolmogorov equations of the eighth order have an ordered transition probability matrix. The distribution of the eight roots of this equation in the complex plane has central symmetry.
The results are analytical solutions for the probabilities of the eight states of the Markov chain in time in the form of ordered determinants with respect to the indices of the eight roots and the indices of the eight states, including the column vector of the initial conditions.
Symmetry has been established in the distribution on the complex plane of eight real, negative roots of the characteristic Kolmogorov equation centered at the point defined as Re ϑ = –a7/8, where a7 is the coefficient of the characteristic equation of the eighth degree at the seventh power. Formulas expressing eight roots of the characteristic Kolmogorov equation have been heuristically derived, one of which is zero, due to the intensities of failures and recovery of three subsystems, the eight states of which in general make up an asymmetric Markov chain.
For structures consisting of three independently functioning processes, the random process of the transition of the structure through eight possible states with a known initial state is determined in time. An analytical solution to Kolmogorov differential equations of the eighth order for an asymmetric state graph is proposed in harmonic form for the purpose of analysis and synthesis of a random Markov process in a triple system.
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Copyright (c) 2024 Victor Kravets, Mykhailo Kapitsa, Illia Domanskyi, Volodymyr Kravets, Tatiana Hryshechkina, Svitlana Zakurday
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