Jump longer to jump less: improving dynamic boundary projection with h-scaling

DOI10.1007/978-3-031-16336-4_8MaRDI QIDQ6160776zbMATH OpenFDO

Authors Francesca Randone, Luca Bortolussi, Mirco Tribastone

Publication date 2 June 2023

Published in Quantitative Evaluation of Systems (Search for Journal in Brave)

zbMATH Keywords

master equationapproximation methodsmean-field modelsMarkov population processes

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)

Recommendations

• A hierarchy of approximations of the master equation scaled by a size parameter
• Adaptive solution of the master equation in low dimensions
• Exactly reduced chemical master equations
• A multiple time interval finite state projection algorithm for the solution to the chemical master equation
• Computing the moments of high dimensional solutions of the master equation

Cites work

• A multiple time interval finite state projection algorithm for the solution to the chemical master equation
• Differential equation approximations for Markov chains
• Error bounds for augmented truncation approximations of continuous-time Markov chains
• Exact and ordinary lumpability in finite Markov chains
• Open, Closed, and Mixed Networks of Queues with Different Classes of Customers
• Solutions of ordinary differential equations as limits of pure jump markov processes
• Some investigations concerning the CTMC and the ODE model derived from bio-PEPA
• Stochastic processes in physics and chemistry.

Cited in

(1)

• LN: a flexible algorithmic framework for layered queueing network analysis

This page was built for publication: Jump longer to jump less: improving dynamic boundary projection with \(h\)-scaling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160776)