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Decompositional analysis of Kronecker structured Markov chains

Publication ,  Journal Article
Bao, Y; Bozkur, IN; Dayar, T; Sun, X; Trivedi, KS
Published in: Electronic Transactions on Numerical Analysis
January 1, 2008

This contribution proposes a decompositional iterative method with low memory requirements for the steadystate analysis ofKronecker structured Markov chains. The Markovian system is formed by a composition of subsystems using the Kronecker sum operator for local transitions and the Kronecker product operator for synchronized transitions. Even though the interactions among subsystems, which are captured by synchronized transitions, need not be weak, numerical experiments indicate that the solver benefits considerably from weak interactions among subsystems, and is to be recommended specifically in this case. © 2008, Kent State University.

Duke Scholars

Published In

Electronic Transactions on Numerical Analysis

EISSN

1068-9613

Publication Date

January 1, 2008

Volume

31

Start / End Page

271 / 294

Related Subject Headings

  • Numerical & Computational Mathematics
  • 4904 Pure mathematics
  • 4903 Numerical and computational mathematics
  • 4901 Applied mathematics
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics
  • 0101 Pure Mathematics
 

Citation

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Bao, Y., Bozkur, I. N., Dayar, T., Sun, X., & Trivedi, K. S. (2008). Decompositional analysis of Kronecker structured Markov chains. Electronic Transactions on Numerical Analysis, 31, 271–294.
Bao, Y., I. N. Bozkur, T. Dayar, X. Sun, and K. S. Trivedi. “Decompositional analysis of Kronecker structured Markov chains.” Electronic Transactions on Numerical Analysis 31 (January 1, 2008): 271–94.
Bao Y, Bozkur IN, Dayar T, Sun X, Trivedi KS. Decompositional analysis of Kronecker structured Markov chains. Electronic Transactions on Numerical Analysis. 2008 Jan 1;31:271–94.
Bao, Y., et al. “Decompositional analysis of Kronecker structured Markov chains.” Electronic Transactions on Numerical Analysis, vol. 31, Jan. 2008, pp. 271–94.
Bao Y, Bozkur IN, Dayar T, Sun X, Trivedi KS. Decompositional analysis of Kronecker structured Markov chains. Electronic Transactions on Numerical Analysis. 2008 Jan 1;31:271–294.

Published In

Electronic Transactions on Numerical Analysis

EISSN

1068-9613

Publication Date

January 1, 2008

Volume

31

Start / End Page

271 / 294

Related Subject Headings

  • Numerical & Computational Mathematics
  • 4904 Pure mathematics
  • 4903 Numerical and computational mathematics
  • 4901 Applied mathematics
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics
  • 0101 Pure Mathematics