Closed form absorption time bounds

  • Authors:
  • Ana Bušíć;Nihal Pekergin

  • Affiliations:
  • PRiSM, Université de Versailles-St-Quentin, Versailles, France;PRiSM, Université de Versailles-St-Quentin, Versailles, France and Laboratory Marin Mersenne, Université Paris 1, Paris, France and LACL, Université Paris 12, Créteil, France

  • Venue:
  • EPEW'07 Proceedings of the 4th European performance engineering conference on Formal methods and stochastic models for performance evaluation
  • Year:
  • 2007

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Abstract

We consider a class of Markov chains known for its closed form transient and steady-state distributions. We show that some absorbing chains can be also seen as members of this class and we provide the closed form solution for their absorption time distributions. By constructing upper and lower bounding chains that belong to this particular class one can easily compute both lower and upper bounds for absorption time distribution of an arbitrary absorbing Markov chain. We provide a new algorithm for the construction of bounding chains from this class and we show a possible application of these bounds.