Mostra el registre d'ítem simple
Transient analysis of some rewarded Markov models using randomization with quasistationarity detection
dc.contributor.author | Carrasco, Juan A. |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Enginyeria Electrònica |
dc.date.accessioned | 2013-07-12T10:38:31Z |
dc.date.available | 2013-07-12T10:38:31Z |
dc.date.created | 2004-09 |
dc.date.issued | 2004-09 |
dc.identifier.citation | Carrasco, J. Transient analysis of some rewarded Markov models using randomization with quasistationarity detection. "IEEE transactions on computers", Setembre 2004, vol. 53, núm. 9, p. 1106-1120. |
dc.identifier.issn | 0018-9340 |
dc.identifier.uri | http://hdl.handle.net/2117/19946 |
dc.description.abstract | Rewarded homogeneous continuous-time Markov chain (CTMC) models can be used to analyze performance, dependability and performability attributes of computer and telecommunication systems. In this paper, we consider rewarded CTMC models with a reward structure including reward rates associated with states and two measures summarizing the behavior in time of the resulting reward rate random variable: the expected transient reward rate at time t and the expected averaged reward rate in the time interval [0, t]. Computation of those measures can be performed using the randomization method, which is numerically stable and has good error control. However, for large stiff models, the method is very expensive. Exploiting the existence of a quasistationary distribution in the subset of transient states of discrete-time Markov chains with a certain structure, we develop a new variant of the (standard) randomization method, randomization with quasistationarity detection, covering finite CTMC models with state space S\cup {f_1, f_2, ..., f_A}, A\geq 1, where all states in S are transient and reachable among them and the states f_i are absorbing. The method has the same good properties as the standard randomization method and can be much more efficient. We also compare the performance of the method with that of regenerative randomization. |
dc.format.extent | 15 p. |
dc.language.iso | eng |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject.lcsh | Fault-tolerant computing |
dc.title | Transient analysis of some rewarded Markov models using randomization with quasistationarity detection |
dc.type | Article |
dc.subject.lemac | Tolerància als errors (Informàtica) |
dc.contributor.group | Universitat Politècnica de Catalunya. QINE - Disseny de Baix Consum, Test, Verificació i Circuits Integrats de Seguretat |
dc.rights.access | Open Access |
local.identifier.drac | 673004 |
dc.description.version | Postprint (published version) |
local.citation.author | Carrasco, J. |
local.citation.publicationName | IEEE transactions on computers |
local.citation.volume | 53 |
local.citation.number | 9 |
local.citation.startingPage | 1106 |
local.citation.endingPage | 1120 |
Fitxers d'aquest items
Aquest ítem apareix a les col·leccions següents
-
Articles de revista [1.728]
-
Articles de revista [47]
-
Articles de revista [74]