• A new method for analysing the...

Treffer: A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Title:
A new method for analysing the equilibrium and time-dependent behaviour of Markovian models
Authors:
POLLETT, P. K, THOMPSON, M. R
Source:
Stochastic models in engineering, technology, and managementMathematical and computer modelling. 38(11-13):1409-1418
Publisher Information:
Oxford: Elsevier Science, 2003.
Publication Year:
2003
Physical Description:
print, 23 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Processus de markov, Markov processes, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Approximation, Aproximación, Chaîne Markov, Markov chain, Cadena Markov, Dépendance du temps, Time dependence, Dependencia del tiempo, Equilibre, Equilibrium, Equilibrio, Grand système, Large system, Gran sistema, Modèle Markov, Markov model, Modelo Markov, Méthode stochastique, Stochastic method, Método estocástico, Probabilité transition, Transition probability, Probabilidad transición, Réseau file attente, Queueing network, Red cola espera, Réseau télécommunication, Telecommunication network, Red telecomunicación, Système attente, Queueing system, Sistema fila espera, Système avec perte, Loss system, Sistema con pérdida, Système grande taille, Large scale system, Sistema gran escala, Système stochastique, Stochastic system, Sistema estocástico, Temps continu, Continuous time, Tiempo continuo, 65C40, Réseau avec perte, Loss network
Document Type:
Konferenz Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics, The University of Queensland, Brisbane, Australia
ISSN:
0895-7177
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=15368218
Rights:
Copyright 2004 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.15368218
Database:
PASCAL Archive

Weitere Informationen

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks.