Fundamentals of queueing theory (2nd ed.).
Fundamentals of queueing theory (2nd ed.).
Computation of the chi square and Poisson distribution
SIAM Journal on Scientific and Statistical Computing
A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Rounding errors in certain algorithms involving Markov chains
ACM Transactions on Mathematical Software (TOMS)
IEEE Transactions on Computers
Markovian models for performance and dependability evaluation
Lectures on formal methods and performance analysis
Conservative Parallel Simulation of Continuous Time Markov Chains Using Uniformization
IEEE Transactions on Parallel and Distributed Systems
Transient Analysis of Superposed GSPNs
IEEE Transactions on Software Engineering
A Fourth-Order Algorithm with Automatic Stepsize Control for the Transient Analysis of DSPNs
IEEE Transactions on Software Engineering
Faster and Symbolic CTMC Model Checking
PAPM-PROBMIV '01 Proceedings of the Joint International Workshop on Process Algebra and Probabilistic Methods, Performance Modeling and Verification
Model Checking CSL until Formulae with Random Time Bounds
PAPM-PROBMIV '02 Proceedings of the Second Joint International Workshop on Process Algebra and Probabilistic Methods, Performance Modeling and Verification
Computers and Operations Research
A Fourth-Order Algorithm with Automatic Stepsize Control for the Transient Analysis of DSPNs
PNPM '97 Proceedings of the 6th International Workshop on Petri Nets and Performance Models
Transient Analysis of Superposed GSPNs
PNPM '97 Proceedings of the 6th International Workshop on Petri Nets and Performance Models
Modeling IP traffic using the batch Markovian arrival process
Performance Evaluation - Modelling techniques and tools for computer performance evaluation
IEEE Transactions on Computers
Efficient implementations of the randomization method with control of the relative error
Computers and Operations Research
Theoretical Computer Science - Tools and algorithms for the construction and analysis of systems (TACAS 2004)
A component-level path-based simulation approach for efficient analysis of large Markov models
WSC '05 Proceedings of the 37th conference on Winter simulation
A light-weight solution for large sparse Markov processes
Proceedings of the 43rd annual Southeast regional conference - Volume 1
Statistical probabilistic model checking with a focus on time-bounded properties
Information and Computation
Computational Probability for Systems Biology
FMSB '08 Proceedings of the 1st international workshop on Formal Methods in Systems Biology
INFAMY: An Infinite-State Markov Model Checker
CAV '09 Proceedings of the 21st International Conference on Computer Aided Verification
Approximation of Event Probabilities in Noisy Cellular Processes
CMSB '09 Proceedings of the 7th International Conference on Computational Methods in Systems Biology
Planning and execution with phase transitions
AAAI'05 Proceedings of the 20th national conference on Artificial intelligence - Volume 2
Time-Bounded Model Checking of Infinite-State Continuous-Time Markov Chains
Fundamenta Informaticae - Application of Concurrency to System Design
Evaluating quality of service for service level agreements
FMICS'06/PDMC'06 Proceedings of the 11th international workshop, FMICS 2006 and 5th international workshop, PDMC conference on Formal methods: Applications and technology
SFM'07 Proceedings of the 7th international conference on Formal methods for performance evaluation
Performability assessment by model checking of Markov reward models
Formal Methods in System Design
Providing evidence of likely being on time: counterexample generation for CTMC model checking
ATVA'07 Proceedings of the 5th international conference on Automated technology for verification and analysis
On the Numerical Analysis of Inhomogeneous Continuous-Time Markov Chains
INFORMS Journal on Computing
Model checking Markov chains using Krylov subspace methods: an experience report
EPEW'10 Proceedings of the 7th European performance engineering conference on Computer performance engineering
Ten years of performance evaluation for concurrent systems using CADP
ISoLA'10 Proceedings of the 4th international conference on Leveraging applications of formal methods, verification, and validation - Volume Part II
Approximation of event probabilities in noisy cellular processes
Theoretical Computer Science
Model checking algorithms for CTMDPs
CAV'11 Proceedings of the 23rd international conference on Computer aided verification
Stochastic Petri net models of Ca2+ signaling complexes and their analysis
Natural Computing: an international journal
Error control for probabilistic model checking
VMCAI'06 Proceedings of the 7th international conference on Verification, Model Checking, and Abstract Interpretation
Sojourn time distribution in a MAP/M/1 processor-sharing queue
Operations Research Letters
Time-Bounded Model Checking of Infinite-State Continuous-Time Markov Chains
Fundamenta Informaticae - Application of Concurrency to System Design
A component-based solution for reducible Markov regenerative processes
Performance Evaluation
The Propagation Approach for Computing Biochemical Reaction Networks
IEEE/ACM Transactions on Computational Biology and Bioinformatics (TCBB)
Exploring parameter space of stochastic biochemical systems using quantitative model checking
CAV'13 Proceedings of the 25th international conference on Computer Aided Verification
A New General-Purpose Method for the Computation of the Interval Availability Distribution
INFORMS Journal on Computing
| Hi-index | 48.23 |
We propose an algorithm to compute the set of individual (nonnegligible) Poisson probabilities, rigorously bound truncation error, and guarantee no overflow or underflow. Work and space requirements are modest, both proportional to the square root of the Poisson parameter. Our algorithm appears numerically stable. We know no other algorithm with all these (good) features. Our algorithm speeds generation of truncated Poisson variates and the computation of expected terminal reward in continuous-time, uniformizable Markov chains. More generally, our algorithm can be used to evaluate formulas involving Poisson probabilities.