The reduction of a discrete event simulation to a Markov chain

  • Authors:

  • Andrew S. Noetzel;Elaine J. Weyuker

  • Affiliations:

  • -;-

  • Venue:
  • WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 2
  • Year:
  • 1979

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Abstract

An event-driven, time-based stochastic simulation model may be modified in a straightforward manner to satisfy the axioms of a discrete-state, continuous-time Markov chain. The method requires casting the probability distribution of each random variable representing a time interval of the process into the form of a series of exponentially-distributed stages. An algorithm for this transformation has been developed. The technique is demonstrated via a simple example of a computer system simulation. The Markov chain representation of the simulation can be solved numerically, providing an independent verification of the logic of the simulation.