The uniformized power method for transient solutions of Markov processes

DOI10.1016/0305-0548(93)90015-BzbMath0771.68030MaRDI QIDQ2368113

Haïscam Abdallah, Raymond Marie

Publication date: 23 August 1993

Published in: Computers \& Operations Research (Search for Journal in Brave)

zbMATH Keywords

Uniformizationfault-tolerant computing systemstransient dependability measures

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Reliability, testing and fault tolerance of networks and computer systems (68M15)

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A dependability measure for Markov models of repairable systems: Solution by randomization and computational experience ⋮ Approximating Matrix-Exponential Distributions by Global Randomization ⋮ A numerical study of large sparse matrix exponentials arising in Markov chains. ⋮ Stochastic modelling of combat with reinforcement ⋮ Two-stage generalized age maintenance of a queue-like production system

Uses Software

• ODEPACK

Cites Work

• Numerical transient analysis of Markov models
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• Transient analysis of acyclic markov chains
• Nineteen Dubious Ways to Compute the Exponential of a Matrix