Perfect simulation and monotone stochastic bounds
Proceedings of the 2nd international conference on Performance evaluation methodologies and tools
ASMTA'12 Proceedings of the 19th international conference on Analytical and Stochastic Modeling Techniques and Applications
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Stochastic bounds are a promising method to analyze QoS requirements. Indeed it is sufficient to prove that a bound of the real performance satisfies the guarantee. However, the time and space complexity issues are not well understood so far. We propose a new algorithm to derive a strong stochastic bound of a Markov chain, using a matrix pattern specifing the structural properties a bounding matrix should comply with. Thus we can obtain a simpler Markov chain bounding for which the numerical computation of the steady-state solution is easier.