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 : {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 (Zt, Ut) 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 (i) during the ith phase) over a plane of infinite length [0, ) deflects its straight path (or line) to another direction (let us say 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.

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

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

 1 and a 2 which corresponds to a cybernetic queueing system (Ut, R ) where St t are the cybernetic random variables of the service time and inter-arrival time density functions respectively. The particles, therefore, traversing in the restricted directions, let us say 1 and 2, are confined to the randomness of process (U t ). That is to say, the particle traverses (or covers) the straight path in restricted direction , a resultant of angular directions 1 and 2 The behavioural characteristic R represents a set of regulations, i.e. any regulatory mechanism, such as effect of external elements on the arrival/service processs of the queueing complex, feed-back effect (feed-forward effect) of the queueing process, etc. For the realization of a queueing complex (U t ; R), we therefore need to know the input (stimulus) mechanism and the set of regulations or control (R) which determine the output (response) under vector U t . From the set of regulations R (which gives the mapping relation f ), we determine the output Z t from the following relation (3) f(U t ; R) Z t . We may have a set of rules, R(j ) giving an output Zt (j ) ; ( j = 1, 2, ,). Thus, equation (3) implies a stochastic control model in which the output ( Z t) may be one or more of the following: Waiting time (Z(1) t) Idle time (Z(2)t ) Departure process (Z(3) t) Queue size (Z(4)t ) So that we can relate 1 2 Ut = (S t at ) and the output set Zt = {(z(1)t ), (z(2)t ), (z(3)t ), (z(4)t )} of a queueing complex defined in terms of (3).

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References 1. Klir, J. and Valach, M., Cybernetic Modelling, Illiffe Books, London, 1965. 2. Madan, S., Cybernetic random process, IEEE Transactions and Systems, Man and Cybernetics, Vol. SMC-8 No. 7, 1978, p. 561. Further reading Madan, S., Application of cybernetic random process to queueing systems, submitted to the 5th European Meeting on Cybernetics and Systems Research held in Vienna, Austria, in April, 1980. Madan, S., Basic concepts on the theoretical treatment of cybernetic queueing systems, Journal of Cybernetics, Vol. 10 Nos. 1/3, 1980.