Efficient implementations of the randomization method with control of the relative error (Q2485165)
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English | Efficient implementations of the randomization method with control of the relative error |
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Efficient implementations of the randomization method with control of the relative error (English)
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3 August 2005
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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.
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Rewarded continuous-time Markov chains
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Transient analysis
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