Adaptive uniformization

DOI10.1080/15326349408807313MaRDI QIDQ4306252zbMATH OpenOpenAlexWikidataFDO

Authors Aad P. A. van Moorsel, William H. Sanders

Publication date 18 October 1994

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349408807313

zbMATH Keywords

uniformizationtransient solutionadaptive uniformizationextended machine-repairman model

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(18)

• Approximation of event probabilities in noisy cellular processes
• Implicit ODE solvers with good local error control for the transient analysis of Markov models
• Computing cumulative rewards using fast adaptive uniformization
• Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization
• Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization.
• On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains
• Inhomogeneous CTMC birth-and-death models solved by uniformization with steady-state detection
• Computing continuous-time Markov chains as transformers of unbounded observables
• Optimistic parallel simulation of continuous time Markov chains using uniformization
• Approximate uniformization for continuous-time Markov chains with an application to performability analysis
• Reliability bounds for fault-tolerant systems with deferred repair using bounding split regenerative randomization
• The transient blended queue
• Computing the expected Markov reward rates with stationarity detection and relative error control
• Efficient implementations of the randomization method with control of the relative error
• Uniformization for nonhomogeneous Markov chains
• Computational methods for multiscale modelling of virus infection dynamics
• A Generalized Method for the Transient Analysis of Markov Models of Fault-Tolerant Systems with Deferred Repair
• Approximate adaptive uniformization of continuous-time Markov chains

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