Iterative Analysis of Markov Regenerative Models

  • Authors:
  • Reinhard German

  • Affiliations:
  • -

  • Venue:
  • TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
  • Year:
  • 2000

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Abstract

Conventional algorithms for the steady-state analysis of Markov regenerative models suffer from high computational costs which are caused by densely populated matrices. In this paper a new algorithm is suggested which avoids to compute these matrices explicitly. Instead, a two-stage iteration scheme is used. An extended version of uniformization is applied as a subalgorithm to compute the required transient quantities "on-the fly". The algorithm is formulated in terms of stochastic Petri nets. A detailed example illustrates the proposed concepts.