Monitoring of risk of multidimensional stochastic system as tools for a research of sustainable development of regions

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.