QBD sensitivity analysis tool using discrete-event simulation and extension of SMCSolver

Authors:
M. Cordy;M.-A. Remiche
Affiliations:
The University of Namur, Namur, Belgium;The University of Namur, Namur, Belgium
Venue:
Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools
Year:
2011

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Abstract

We propose a tool that provides both analytical and simulation based performance analysis of both homogeneous and inhomogeneous Quasi-Birth-and-Death (QBD) processes. We extend SMCSolvers in order to study inhomogeneous case and to analyze first passage times. Simulations are performed on a discrete-event based approach. We also provide a rich input interface to give the most flexibility to the user to define its QBD transitions. The analysis of sensitivity in a complex level-dependent QBD model of a reliable system is an illustration of the wide range of QBD the tool may help to analyze.