Title :
Product form distributions from decompositions of Markov chains
Author_Institution :
Dept. of Electron. & Electr. Eng., Loughborough Univ. of Technol., UK
fDate :
1/6/1994 12:00:00 AM
Abstract :
Necessary and sufficient conditions are given for the decomposition of a discrete-time, discrete-state Markov chain into two Markov chains, each having an independent state behaviour. The independence means that the equilibrium probabilities of the original Markov chain can be calculated as a product of those of the Markov chains resulting from the decomposition. This can greatly reduce the computation required to calculate such probabilities. The technique has applications in computer and telecommunications performance modelling and other disciplines involving Markovian models
Keywords :
Markov processes; finite state machines; probability; queueing theory; Markov chain; Markovian models; computer performance modelling; discrete-time discrete-state chain; equilibrium probabilities; finite state machines; independent state behaviour; product form distributions; queueing theory; telecommunications performance modelling;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19940018