• 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