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Cybernetic theory of the stochastic process

Sudhir Madan
Egerton University, Njaro, Kenya
Introduction The central theme of cybernetics is the system relevant to a specific situation or a problem and it was first introducedby Klir and Valach in 1965[1]. The cybernetic system ξ : {X; R} whereas the set of elements X = (xl, …, xn) are subject to some behaviour pattern, for example: x i s may be stochastic or deterministic in nature; there may be inter-relationship among xi s within X; there may be relationships between X and the external environment; there may be rules of operation on the set X and control mechanism, etc. All these behaviour patterns of the system belong to the set R which operates on the input set X and thereby an output Y (stochastic or deterministic) is obtained. The consideration of how randomness is preserved in the cybernetic process elucidates the study of the behaviour of the simple random walk phenomenon from the cybernetic viewpoint. We will now introduce the concept of the cybernetic random variable (CRV). Cybernetic random process In the case of the simple random walk of a branching process, the particle covers (or traverses) a straight path (or line) without taking account of restricted direction. The model of a system (Zt, Ut), where (Ut) is a stochastic variable, is an example of a simple random walk of a process (Zt). The particle traverses a straight line path. At the beginning of each interval (t, t + l) or (Tt, Tt+1), where t = –1, 0, 1, 2, …, if the particle is at position Zt (as measured from the origin 0) and immediately after has a displacement Ut(0 < Ut < ∞). Then, if it does not have any further displacement, the position of the particle at the end of the time period is given by (1) Zt+1 = (Zt + Ut)+. This is a walk on a line of infinite length with a single impenetrable barrier at 0. In the case of a model (Ztθ, Utθ) of a complex system, the position of a particle traversing in a straight path over a plane of infinite length [0, ∞) is affected owing to changes in the controls (or behavioural characteristics) of the system. Therefore, the particle which traverses a straight path in one direction (let us say θ(i) during the ith phase) over a plane of infinite length [0, ∞) deflects its straight path (or line) to another direction (let us say θ during the jth phase) and again traverses a straight path (or line) in the new direction. Further changes in controls (or behavioural characteristics) of the system again deflect the direction of its straight path.

Short papers

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Kybernetes, Vol. 24 No. 3, 1995, pp. 59-61. © MCB University Press, 0368-492X

We would. θ θ The model of system (Z θ t .) over a plane of infinite length [0. where θ (as measured from the t = … –1. i. where Ut is a cybernetic (stochastic) variable. ∞) is a line of infinite length. where set (Utθ ) consists of random input elements and R describes the characteristics of the system which operates on random set (U θ t ). over a plane of infinite length [0. (2) t + 1 = {z t + U t } . … . Queueing complex Based on the above concept. the particle is at position Z t θ θ beginning of phase T ) and immediately has a displacement U θ t (0 < U t < ∞). He defined (Utθ ) as a cybernetic random variable where the particle traversing in a straight line (or path) over a plane of infinite length [0. t + 1).). 1. We therefore consider (Z θt) as the cybernetic random process of system θ . T θ (2). 0. ∞) where domain [0. Besides. θ . Consider. which represents a walk on a plane of infinite length with a single impenetrable barrier at the beginning of each phase.e. Then the position of the particle at the end of the time period for each phase T θ is given by (1) (2) θ θ + Zθ θ ∈ (θ .Kybernetes 24. ∞) in one direction changes its path to another direction after each phase Tθ∈ (Tθ(1). U θ ) in which the position or displacement of one particle affects the (Z t t position of displacement of another particle in another direction over a plane of infinite length. T θ (2).3 60 In this respect. then we have (2). At the beginning of each time interval ( t . therefore. 2. Thus θ ). and there is a continuous feedback link of one walk with another walk in another direction over the phases of duration T θ ∈ (T θ (1). R) a cybernetic random system. for example. ∞). … . In view of this concept we can say that the simple random variable (Ut) follows uniform density function over domain [0. …) whereas the change in the behavioural characteristics of the system has been characterized by deflection in the straight path of the particle. …. the cybernetic random variable (Utθ) does not have the same (uniform) density function over domain [0. …. ∞ ). can be regarded as a cybernetic random walk (CRW) of the process (Z θ t ). Tθ(2) . U for the system (Z θ t t direction during each phase T θ ∈ (T θ (1).). a cybernetic (stochastic) variable θ1 θ2 Uθ t = (S t – a t ) . U t ). θ (2) to θ (3) . where domain [0. …). ∞) is a plane of infinite length. Madan[2] introduced the concept of the cybernetic random variable (CRV). … . we call (Uθ t . examine the behaviour of cybernetic random walk in view of the above concept as follows. ( i ) θ θ ( i ) If we define Z 1 = 0 for all i as being the initial state of process (Zt ) for each phase. ∞). the particle traverses a straight (line) in a restricted . θ (1) to θ (2). The density function of (Utθ ) is changed in accordance with the change in the behavioural characteristics (or controlling factors) of the system for each phase Tθ ∈ (Tθ(1). Tθ(2).

). such as effect of external elements on the arrival/service processs of the queueing complex. Klir. 1980. 2. . feed-back effect (feed-forward effect) of the queueing process. we determine the output Zθ t from the following relation θ (3) f(U θ t . S. R) ¨ Z t . Vol. p.θ 1 and aθ 2 which corresponds to a cybernetic queueing system (Utθ.. 1978. We may have a set of rules. (z(2)tθ ). Illiffe Books. equation (3) implies a stochastic control model in which the output ( Z θ t) may be one or more of the following: Waiting time (Z(1)θ t) θ Idle time (Z(2)t ) Departure process (Z(3)θ t) θ Queue size (Z(4)t ) So that we can relate 1 θ2 Utθ = (Sθ t – at ) and the output set Ztθ = {(z(1)tθ ). London. (z(4)tθ )} of a queueing complex defined in terms of (3). Austria. IEEE Transactions and Systems. ( j = 1.. “Basic concepts on the theoretical treatment of cybernetic queueing systems”. For the realization of a queueing complex (U θ t . R). 1/3. in April. let us say θ1 and θ2. “Application of cybernetic random process to queueing systems”. are confined to the randomness of process (U θ t ). a resultant of angular directions θ 1 and θ 2 The behavioural characteristic R represents a set of regulations. 10 Nos. Cybernetic Modelling. Vol. R(j ) giving an output Ztθ (j ) . SMC-8 No. Man and Cybernetics. Madan. M. …. 1980.. traversing in the restricted directions. J. and Valach.e. The particles. Thus. therefore. any regulatory mechanism. 561. S. Further reading Madan. Short papers 61 References 1. submitted to the 5th European Meeting on Cybernetics and Systems Research held in Vienna. Madan. 7. That is to say. 2. we therefore need to know the input (stimulus) mechanism and the set of regulations or control (R) which determine the output (response) under vector Uθ t . R ) where St t are the cybernetic random variables of the service time and inter-arrival time density functions respectively. the particle traverses (or covers) the straight path in restricted direction θ .. etc. Journal of Cybernetics. S. From the set of regulations R (which gives the mapping relation f ). “Cybernetic random process”. i. (z(3)tθ ). 1965.