Further comparisons of direct methods for computing stationary distributions of Markov chains
SIAM Journal on Algebraic and Discrete Methods
Polling systems with server timeouts and their application to token passing networks
IEEE/ACM Transactions on Networking (TON)
Two Queues with Alternating Service Periods
Performance '87 Proceedings of the 12th IFIP WG 7.3 International Symposium on Computer Performance Modelling, Measurement and Evaluation
Performability evaluation: where it is and what lies ahead
IPDS '95 Proceedings of the International Computer Performance and Dependability Symposium on Computer Performance and Dependability Symposium
Missing Piece Issue and Upload Strategies in Flashcrowds and P2P-assisted Filesharing
AICT-ICIW '06 Proceedings of the Advanced Int'l Conference on Telecommunications and Int'l Conference on Internet and Web Applications and Services
Multimedia streaming via TCP: An analytic performance study
ACM Transactions on Multimedia Computing, Communications, and Applications (TOMCCAP)
The TANGRAMII integrated modeling environment for computer systems and networks
ACM SIGMETRICS Performance Evaluation Review
Implications of peer selection strategies by publishers on the performance of P2P swarming systems
ACM SIGMETRICS Performance Evaluation Review
Hi-index | 0.00 |
One of the most widely used techniques to obtain transient measures is the uniformization method. However, although uniformization has many advantages, the computational cost required to calculate transient probabilities is very large for stiff models. We study efficient solutions that can be applied to an approximate method developed for calculating transient state probabilities of Markov models and cumulative expected reward measures over a finite interval. Our work is based on a method that approximates the state probabilities at time t by the state probabilities calculated at a random time with Erlangian distribution. The original method requires an inversion of a matrix obtained from the state transition rate matrix that destroys special structures such as sparseness and banded matrices. This precludes the use of the technique for large models. In our work we propose efficient solutions that can take advantage of special structures. Finally, we present examples that show that the proposed technique is computationally very efficient for stiff models when compared with uniformization.