Efficient implementations of the randomization method with control of the relative error (Q2485165)

The paper deals with efficient and numerically stable implementations of the randomization method for the computation of two measures on rewarded continuous-time Markov chains with control of the relative error. The considered measures are the following: the ``expected transient reward rate'' (\(\text{ETRR}(t) = \text{E}[r_{X(t)}]\)), and the ``expected averaged reward rate'' (\(\text{EARR}(t) = \text{E} [\int_0^t r_{X(\tau)}d\tau /t]\)). After ``Introduction'', in the next section a theoretical result is obtained concerning the dependence on the parameter of the Poisson distribution of the relative error introduced when a weighted sum of Poisson probabilities is truncated by the right. Based on this, a new section will derive the implementations. In Section 4 the authors anlyze the numerical stability of the implementations using a small rewarded CTMC (i.e. ``continuous-time Markov chain'') model of a repairable fault-tolerant computer system and they discuss the computational efficiency of the implementations with respect to simpler alternatives. At the end of the paper some conclusions are presented.