COMPLEXITY OF EMBEDDED CHAIN ALGORITHM FOR COMPUTING STEADY STATE PROBABILITIES OF MARKOV CHAIN

Authors

  • Henrikas Pranevičius Kaunas University of Technology
  • Eimutis Valakevičius Kaunas University of Technology
  • Mindaugas Šnipas Kaunas University of Technology

DOI:

https://doi.org/10.5755/j01.itc.40.2.425

Keywords:

Steady state probabilities, complexity of the algorithm, numerical model, queuing system

Abstract

The paper presents the theoretical evaluation of the complexity of an algorithm, based on embedded Markov chains, for computing steady state probabilities. Experimental research with different infinitesimal generator matrices was performed to support theoretical evaluations. Results showed that modified algorithm can be more effective for sparse matrices. An example of a queuing system is presented to demonstrate the automatic creation of the model of the system based on the proposed modelling method.

http://dx.doi.org/10.5755/j01.itc.40.2.425

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Published

2011-05-31

Issue

Vol. 40 No. 2 (2011)

Section

Articles

License

Copyright terms are indicated in the Republic of Lithuania Law on Copyright and Related Rights, Articles 4-37.