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 :
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