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dc.contributor.authorCerdà Alabern, Llorenç
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Arquitectura de Computadors
dc.date.accessioned2016-04-15T08:07:09Z
dc.date.available2016-04-15T08:07:09Z
dc.date.issued2013
dc.identifier.citationCerdà, L. Closed form transient solution of continuous time Markov chains through uniformization. A: International Conference on Performance Evaluation Methodologies and Tools. "ValueTools'13: Proceedings of the 7th International Conference on Performance Evaluation Methodologies and Tools". Torino: Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering (ICST), 2013, p. 263-272.
dc.identifier.isbn978-1-936968-48-0
dc.identifier.urihttp://hdl.handle.net/2117/85721
dc.descriptionBest Paper Award, 7th. International Conference on Peformance Evaluation methodologies and tools, Valuetools 2013
dc.description.abstractThis paper derives a mapping between a close form transient solution of a continuous time Markov chain (CTMC), and a close form transient solution of one of its uniformized discrete time Markov chains. This result is used to propose a new method to compute the transient solution of CTMCs. The method is simple to implement and has important benefits: (i) It yields a closed-form solution. (ii) It can be used to compute the transient solution for general CTMCs (even with absorbing states, or defective matrices). (iii) It can be used even for chains having a large number of states.
dc.format.extent10 p.
dc.language.isoeng
dc.publisherInstitute for Computer Sciences, Social-Informatics and Telecommunications Engineering (ICST)
dc.subjectÀrees temàtiques de la UPC::Informàtica::Informàtica teòrica
dc.subject.lcshMarkov processes
dc.subject.otherMarkov chains
dc.subject.otherTransient solution
dc.subject.otherEigenvectors method
dc.subject.otherVandermonde system
dc.subject.otherUniformization
dc.titleClosed form transient solution of continuous time Markov chains through uniformization
dc.typeConference lecture
dc.subject.lemacMarkov, Processos de
dc.contributor.groupUniversitat Politècnica de Catalunya. CNDS - Xarxes de Computadors i Sistemes Distribuïts
dc.identifier.doi10.4108/icst.valuetools.2013.254376
dc.description.peerreviewedPeer Reviewed
dc.description.awardwinningAward-winning
dc.relation.publisherversionhttp://dl.acm.org/citation.cfm?id=2631875&CFID=770055592&CFTOKEN=77576832
dc.rights.accessOpen Access
local.identifier.drac17695984
dc.description.versionPostprint (author's final draft)
local.citation.authorCerdà, L.
local.citation.contributorInternational Conference on Performance Evaluation Methodologies and Tools
local.citation.pubplaceTorino
local.citation.publicationNameValueTools'13: Proceedings of the 7th International Conference on Performance Evaluation Methodologies and Tools
local.citation.startingPage263
local.citation.endingPage272


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