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scientific article; zbMATH DE number 1424144
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    scientific article; zbMATH DE number 1424144

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      23 March 2000
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      computational Markov chains
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      transition probability
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      Laplace transform methods
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      Krylov subspace method
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      performability modeling
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      queueing systems
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      complex communication systems
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      Methods are dealt with that are applied to obtain transient measures of Markovian models. Attention is devoted to the calculation of a simple measure, the transition probability at a finite time \(t\), using different approaches. Algorithms are presented that are used to calculate complex measures. Approximations are proposed. Methods are described that can be used to compute the transition function \(\Pi(t)\) and thus the state probability vector \(\pi(t)\). Solutions based on ordinary differential equations, solutions based on the exponential of a matrix, Laplace transform methods, the Krylov subspace method, stiff models, the infinite state space are discussed. The calculation of other transient measures includes means, variances, moments, and distributions of some random variables. As examples of using transient analysis performability modeling, queueing systems, and complex communication systems are given. For the entire collection see [Zbl 0929.00017].
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