Abstract
Iterative aggregation/disaggregation (IAD) methods are powerful tools for solving Markov chain models whose transition probability matrices are nearly completely decomposable (NCD). Such models arise frequently during the performance and reliability analysis of computer and telecommunication systems. IAD methods require the solution of a stochastic coupling matrix whose elements denote transition probabilities among blocks. The coupling matrices are often large and in NCD models necessarily have diagonal elements close to one and small off-diagonal elements. This makes their solution by either iterative or direct methods rather difficult. In this paper we propose a modification of the coupling matrix that allows us to accurate and efficiently compute its stationary probability vector.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems |
| Editors | Vijay Madisetti, Erol Gelenbe, Jean Walrand |
| Publisher | Publ by IEEE |
| Pages | 255-262 |
| Number of pages | 8 |
| ISBN (Print) | 0818652926 |
| Publication status | Published - 1994 |
| Event | Proceedings of the 2nd International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems - Durham, NC, USA Duration: Jan 31 1994 → Feb 2 1994 |
Other
| Other | Proceedings of the 2nd International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems |
|---|---|
| City | Durham, NC, USA |
| Period | 1/31/94 → 2/2/94 |
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ASJC Scopus subject areas
- Engineering(all)
Cite this
On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods. / Stewart, William J.; Touzene, A.
Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems. ed. / Vijay Madisetti; Erol Gelenbe; Jean Walrand. Publ by IEEE, 1994. p. 255-262.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
}
TY - GEN
T1 - On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods
AU - Stewart, William J.
AU - Touzene, A.
PY - 1994
Y1 - 1994
N2 - Iterative aggregation/disaggregation (IAD) methods are powerful tools for solving Markov chain models whose transition probability matrices are nearly completely decomposable (NCD). Such models arise frequently during the performance and reliability analysis of computer and telecommunication systems. IAD methods require the solution of a stochastic coupling matrix whose elements denote transition probabilities among blocks. The coupling matrices are often large and in NCD models necessarily have diagonal elements close to one and small off-diagonal elements. This makes their solution by either iterative or direct methods rather difficult. In this paper we propose a modification of the coupling matrix that allows us to accurate and efficiently compute its stationary probability vector.
AB - Iterative aggregation/disaggregation (IAD) methods are powerful tools for solving Markov chain models whose transition probability matrices are nearly completely decomposable (NCD). Such models arise frequently during the performance and reliability analysis of computer and telecommunication systems. IAD methods require the solution of a stochastic coupling matrix whose elements denote transition probabilities among blocks. The coupling matrices are often large and in NCD models necessarily have diagonal elements close to one and small off-diagonal elements. This makes their solution by either iterative or direct methods rather difficult. In this paper we propose a modification of the coupling matrix that allows us to accurate and efficiently compute its stationary probability vector.
UR - http://www.scopus.com/inward/record.url?scp=0028026503&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0028026503&partnerID=8YFLogxK
M3 - Conference contribution
SN - 0818652926
SP - 255
EP - 262
BT - Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems
A2 - Madisetti, Vijay
A2 - Gelenbe, Erol
A2 - Walrand, Jean
PB - Publ by IEEE
ER -