Title of article :
Hierarchical Markovian models: symmetries and reduction
Author/Authors :
Buchholz، نويسنده , , Peter، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
Hierarchical Markovian models are a useful paradigm for the specification and quantitative analysis of models arising from complex systems. Although techniques for a very efficient analysis of large scale hierarchical Markovian models have been developed recently, the size of the Markov chain underlying a complex hierarchical model often prohibits an analysis on contemporary computer equipment. However, many realistic models contain a lot of symmetric and identical parts, allowing the construction of a reduced Markov chain yielding exact results for the complete model. Of course, to make use of symmetries in a fairly complex model, a technique is needed that generates automatically a reduced Markov chain from the specification of the model. Such an approach can be integrated in an appropriate modelling tool environment for the analysis of hierarchical models and often yields a dramatic reduction in the state space size allowing the analysis of models that are far too large to be solved by standard means.
Keywords :
Hierarchical models , Markov chains , Symmetries , Lumpability , Reduced chain , Aggregation , Steady state probabilities
Journal title :
Performance Evaluation
Journal title :
Performance Evaluation