Title :
Efficient transient analysis of finite state space continuous time Markov chains (CTMCs): Signal processing approach
Author :
Murthy, Garimella Rama
Author_Institution :
IIIT Hyderabad, Hyderabad, India
Abstract :
In this research paper, the problem of efficient computation of transient probability distribution of a Continuous Time Markov chain (CTMC) is addressed and a signal processing based approach is proposed. Also CTMCs whose generator matrix is a structured matrix (Toeplitz, Toeplitz-type) are considered and two efficient algorithms for the computation of transient probability distribution are proposed. Numerical results are presented for performance evaluation of CTMC based stochastic models.
Keywords :
Markov processes; Toeplitz matrices; signal processing; statistical distributions; transient analysis; CTMC; Toeplitz matrix; finite state space continuous time Markov chains; generator matrix; signal processing; stochastic models; structured matrix; transient analysis; transient probability distribution; Generators; Markov processes; Matrix decomposition; Probability distribution; Symmetric matrices; Transient analysis; Vectors;
Conference_Titel :
Automatic Control Conference (CACS), 2013 CACS International
Conference_Location :
Nantou
Print_ISBN :
978-1-4799-2384-7
DOI :
10.1109/CACS.2013.6734099
