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dc.contributor.authorCarrasco, Juan A.
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Enginyeria Electrònica
dc.date.accessioned2013-11-21T11:33:50Z
dc.date.created2013-11-18
dc.date.issued2013-11-18
dc.identifier.citationCarrasco, J. A new general-purpose method for the computation of the interval availability distribution. "Informs journal on computing", 18 Novembre 2013, vol. 25, núm. 4, p. 774-791.
dc.identifier.issn1091-9856
dc.identifier.urihttp://hdl.handle.net/2117/20689
dc.description.abstractWe develop a new randomization-based general-purpose method for the computation of the interval availability distribution of systems modeled by continuous-time Markov chains (CTMCs). The basic idea of the new method is the use of a randomization construct with different randomization rates for up and down states. The new method is numerically stable and computes the measure with well-controlled truncation error. In addition, for large CTMC models, when the maximum output rates from up and down states are significantly different, and when the interval availability has to be guaranteed to have a level close to one, the new method is significantly or moderately less costly in terms of CPU time than a previous randomization-based state-of-the-art method, depending on whether the maximum output rate from down states is larger than the maximum output rate from up states, or vice versa. Otherwise, the new method can be more costly, but a relatively inexpensive for large models switch of reasonable quality can be easily developed to choose the fastest method. Along the way, we show the correctness of a generalized randomization construct, in which arbitrarily different randomization rates can be associated with different states, for both finite CTMCs with infinitesimal generator and uniformizable CTMCs with denumerable state space.
dc.format.extent18 p.
dc.language.isoeng
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Probabilitat
dc.subject.lcshMarkov processes
dc.subject.othermétodos numéricos
dc.subject.othercadenas de Markov de tiempo continuo
dc.subject.otherdisponibilidad
dc.subject.otherrandomización
dc.titleA new general-purpose method for the computation of the interval availability distribution
dc.typeArticle
dc.subject.lemacMarkov, Processos de
dc.contributor.groupUniversitat Politècnica de Catalunya. QINE - Disseny de Baix Consum, Test, Verificació i Circuits Integrats de Seguretat
dc.identifier.doi10.1287/ijoc.1120.0539
dc.rights.accessOpen Access
local.identifier.drac12890232
dc.description.versionPreprint
dc.date.lift10000-01-01
local.citation.authorCarrasco, J.
local.citation.publicationNameInforms journal on computing
local.citation.volume25
local.citation.number4
local.citation.startingPage774
local.citation.endingPage791


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