Resource Control for Physical Experiments in the Cramer–Lundberg Model

Abstract

A Cramer–Lundberg mathematical model of a resource control system for physical experiments is considered. In the case when the amounts of demands for consumption of resources have an arbitrary distribution function B(x), an approximation of the solution of the Kolmogorov integrodifferential equation governing the probability distribution of amounts of a resource accumulated in a physical system is proposed. On the basis of a comparison with known exact results and results of simulation modeling, sufficiently high accuracy of the obtained approximation is demonstrated.