Simulation evaluation of the expectation of the dispersion characteristics of random functions of complex technical system

Severtsev Nikolay Alekseevich doctor of technical scienses, professor, head of department of safety and nonlinear analysis, Dorodniсyn Computer Center of the Russian academy of sciences

621.642

The article deals with methods of assessing the accuracy of evaluations of mathematical expectation and variance characteristics of complex technical systems as they are created and tested. Methods of estimation are based on mathematical models with parameters in the form of random vectors that define the random function, or the characteristics of the studied systems are random fields. Presents a model of research evaluation of mathematical expectation and variance of in general terms

random variable mathematical expectation, variance, the model estimates, a complex engineering system, security.