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Transient analysis of acyclic markov chains

Publication ,  Journal Article
Maire, RA; Reibman, AL; Trivedi, KS
Published in: Performance Evaluation
January 1, 1987

Continuous-time Markov chains are commonly used insystem reliability modeling. In this paper, we discuss a method for automatically deriving transient solutions that are symbolic in t for acyclic Markov chains. Our method also includes parametric sensitivity analysis of the transient solution and several cumulative measures associated with Markov chain behavior. We include three examples, one to show the use of our method in evaluating approximate solution techniques, one showing parametric sensitivity analysis of a large Markov model, and one demonstrating the computation of cumulative measures for an acyclic Markov reward process. © 1987.

Duke Scholars

Published In

Performance Evaluation

DOI

ISSN

0166-5316

Publication Date

January 1, 1987

Volume

7

Issue

3

Start / End Page

175 / 194

Related Subject Headings

  • Networking & Telecommunications
  • 49 Mathematical sciences
  • 46 Information and computing sciences
  • 10 Technology
  • 08 Information and Computing Sciences
  • 01 Mathematical Sciences
 

Citation

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Maire, R. A., Reibman, A. L., & Trivedi, K. S. (1987). Transient analysis of acyclic markov chains. Performance Evaluation, 7(3), 175–194. https://doi.org/10.1016/0166-5316(87)90039-3
Maire, R. A., A. L. Reibman, and K. S. Trivedi. “Transient analysis of acyclic markov chains.” Performance Evaluation 7, no. 3 (January 1, 1987): 175–94. https://doi.org/10.1016/0166-5316(87)90039-3.
Maire RA, Reibman AL, Trivedi KS. Transient analysis of acyclic markov chains. Performance Evaluation. 1987 Jan 1;7(3):175–94.
Maire, R. A., et al. “Transient analysis of acyclic markov chains.” Performance Evaluation, vol. 7, no. 3, Jan. 1987, pp. 175–94. Scopus, doi:10.1016/0166-5316(87)90039-3.
Maire RA, Reibman AL, Trivedi KS. Transient analysis of acyclic markov chains. Performance Evaluation. 1987 Jan 1;7(3):175–194.
Journal cover image

Published In

Performance Evaluation

DOI

ISSN

0166-5316

Publication Date

January 1, 1987

Volume

7

Issue

3

Start / End Page

175 / 194

Related Subject Headings

  • Networking & Telecommunications
  • 49 Mathematical sciences
  • 46 Information and computing sciences
  • 10 Technology
  • 08 Information and Computing Sciences
  • 01 Mathematical Sciences