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Principles of Scenario Machine Operation

An algorithm of the Scenario Machine work can be subdivided in three main parts (see Figure 14):

  1. generation of the initial parameters;
  2. calculation of a given evolutionary track;
  3. storage of the statistics of interest.
The algorithms used for the first and third points are quite standard (see, for example, Sobol', 1973[183] and Ermakov, 1985[50]); the shapes of the initial distributions are discussed below. Here we will describe only calculation of evolutionary tracks.

Mike E. Prokhorov
Sat Feb 22 18:38:13 MSK 1997