Simulating stochastic discrete event systems by difference equations with interval parameters

Fluidiflcation is a technique for simulating the behavior of discrete-state systems by using models with continuous state variables. In previous papers, we showed an application of this technique to performance evaluation of a system modeled by generalized stochastic Petri nets. Fluidified models can be used for computing average behavior of stochastic processes. In addition to this, we study here a problem to compute guaranteed enclosures for state variables, i.e., ranges containing all values that may appear with a high probability, on the fluidified models. Such guaranteed enclosures can be used for safety verification.