Alignment graph analysis of embedded discrete-time Markov Chains

Authors:
Dimitar Radev;Svetla Radeva
Affiliations:
University of Rousse;University of Architecture Civil Engineering and Geodesy, Sofia
Venue:
CompSysTech '04 Proceedings of the 5th international conference on Computer systems and technologies
Year:
2004

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Abstract

A stochastic method for optimal graph alignment at analysis of embedded discrete-time Markov chain is presented. The method works by generating paths through a graph according to a Markov chain. Each path is assigned a score, and these scores are used to modify the transition probabilities of the Markov chain. This procedure converges to a fixed path through the graph, corresponding to the optimal (or near optimal) sequence alignment. Simulation and numerical results for the entrance probability vectors for tandem queue performance are shown.