Computer simulation of random walks by method of randomization

A. A. Butov, A. Yu. Sukhareva

Ulyanovsk State University

Abstract: In the paper, a computer simulation model of simple nonnegative random walks is considered. The mean values of the functions of the lengths of the bursts are estimated by the diffusion approximation method. To prove the assertion, we used a randomization method for the trajectories of the queuing process and a comparison of the empirical distribution function and the theoretical distribution function of the Wiener process.

Keywords: simulation, random walks, method of randomization, point process, queuing system, compensator.

UDC: 519.21

Received: 10.04.2018
Revised: 19.04.2018

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