DocumentCode
1455838
Title
Efficient state classification of finite-state Markov chains
Author
Xie, Aiguo ; Beerel, Peter A.
Author_Institution
Dept. of Electr. Eng. Syst., Univ. of Southern California, Los Angeles, CA, USA
Volume
17
Issue
12
fYear
1998
fDate
12/1/1998 12:00:00 AM
Firstpage
1334
Lastpage
1339
Abstract
This paper presents an efficient method for state classification of finite-state Markov chains using binary-decision diagram-based symbolic techniques. The method exploits the fundamental properties of a Markov chain and classifies the state space by iteratively applying reachability analysis. We compare our method with the state-of-the-art technique, which requires the transitive closure of the transition relation of a Markov chain. Experiments in over a dozen synchronous and asynchronous systems and queueing networks demonstrate that our method dramatically reduces the CPU time needed and solves much larger problems because of the reduced memory requirements
Keywords
Markov processes; binary decision diagrams; circuit analysis computing; reachability analysis; BDD-based symbolic techniques; CPU time reduction; asynchronous systems; binary-decision diagram; finite-state Markov chains; queueing networks; reachability analysis; state classification; state space; synchronous systems; Boolean functions; Data structures; History; Power engineering and energy; Power system modeling; Reachability analysis; Reliability engineering; State-space methods; Stochastic processes; Transient analysis;
fLanguage
English
Journal_Title
Computer-Aided Design of Integrated Circuits and Systems, IEEE Transactions on
Publisher
ieee
ISSN
0278-0070
Type
jour
DOI
10.1109/43.736573
Filename
736573
Link To Document