Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/75319
Title: Monitoring of risk of multidimensional stochastic system as tools for a research of sustainable development of regions
Authors: Tyrsin, A. N.
Surina, A. A.
Issue Date: 2018
Publisher: Institute of Physics Publishing
Citation: Tyrsin A. N. Monitoring of risk of multidimensional stochastic system as tools for a research of sustainable development of regions / A. N. Tyrsin, A. A. Surina // IOP Conference Series: Earth and Environmental Science. — 2018. — Vol. 177. — Iss. 1. — 12005.
Abstract: New approach for a research of sustainable development of regions and cities is offered. It is based on the risk model of multidimensional stochastic system. In article the risk model of multidimensional stochastic system with interdependent factors is described. The hypothesis which consists that the risk can be managed by changing probabilistic properties of a component of multidimensional stochastic system is the cornerstone of the offered risk model. At the same time the multidimensional stochastic system is modeled in the form of a random vector which components in generally are mutually correlated. The questions of formation of multidimensional areas of dangerous states and calculation of risk are described. The representation of risk function is shown. For regions of the Ural Federal District on group of risk factors numerical characteristics of a multidimensional Gaussian random variable - a covariance matrix and a vector of mathematical expectations are found. Results of calculation of probability of a dangerous outcome and risk depending on the found numerical characteristics are given. © 2018 Institute of Physics Publishing. All rights reserved.
Keywords: COVARIANCE MATRIX
PLANNING
RISK ASSESSMENT
STOCHASTIC MODELS
SUSTAINABLE DEVELOPMENT
GAUSSIAN RANDOM VARIABLE
MATHEMATICAL EXPECTATION
NEW APPROACHES
NUMERICAL CHARACTERISTICS
PROBABILISTIC PROPERTIES
RANDOM VECTORS
RISK FACTORS
RISK FUNCTION
STOCHASTIC SYSTEMS
URI: http://hdl.handle.net/10995/75319
Access: info:eu-repo/semantics/openAccess
Conference name: 2018 3rd International Conference on Sustainable, ICSC 2018
Conference date: 18 May 2018
RSCI ID: 35738127
SCOPUS ID: 85051970540
WOS ID: 000451502800005
PURE ID: 7766061
ISSN: 1755-1307
DOI: 10.1088/1755-1315/177/1/012005
metadata.dc.description.sponsorship: Present study was carried out under financial support of the Russian Fund of Fundamental Research grant No. 17-01-00315 “Development of models and methods of monitoring, forecasting and control optimization of multidimensional regional socio-economic systems based on entropy and minimax approaches”.
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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