Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach

  • Authors:
  • Ana Bušić;Jean-Michel Fourneau

  • Affiliations:
  • INRIA Grenoble - Rhône-Alpes, Montbonnot, France 38330;INRIA Grenoble - Rhône-Alpes, Montbonnot, France 38330 and PRiSM, Université de Versailles-St-Quentin, Versailles, France 78035

  • Venue:
  • EPEW '08 Proceedings of the 5th European Performance Engineering Workshop on Computer Performance Engineering
  • Year:
  • 2008

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Abstract

We propose several algorithms to obtain bounds based on Censored Markov Chains to analyze partially generated discrete time Markov chains. The main idea is to avoid the generation of a huge (or even infinite) state space and to truncate the state space during the visit. The approach is purely algebraic and provides element-wise and stochastic bounds for the CMC.