Non-Markovian analysis

  • Authors:
  • Reinhard German

  • Affiliations:
  • Univ. Erlangen-Nürnberg, Erlangen, Germany

  • Venue:
  • Lectures on formal methods and performance analysis
  • Year:
  • 2002

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Abstract

If in stochastic modeling the idealized assumption of exponential distributions is removed, the resulting stochastic process is non-Markovian. In this tutorial paper we give an overview of possible analytic approaches for such non-Markovian models. The modeling framework of stochastic Petri nets is used, but the ideas are applicable to other frameworks as well, if a state space can be constructed. We give a detailed presentation of one analysis approach which is based on the method of supplementary variables and give a brief review of another analysis approach which is based on embedding. A model of a timer for holding a connection is used as a tutorial example and a model for a medium access mechanism in wireless networks is used as a more complex example.