On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods

William J. Stewart, A. Touzene

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

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 languageEnglish
Title of host publicationProceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems
EditorsVijay Madisetti, Erol Gelenbe, Jean Walrand
PublisherPubl by IEEE
Pages255-262
Number of pages8
ISBN (Print)0818652926
Publication statusPublished - 1994
EventProceedings of the 2nd International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems - Durham, NC, USA
Duration: Jan 31 1994Feb 2 1994

Other

OtherProceedings of the 2nd International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems
CityDurham, NC, USA
Period1/31/942/2/94

Fingerprint

Agglomeration
Telecommunication systems
Reliability analysis
Markov processes
Computer systems

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Stewart, W. J., & Touzene, A. (1994). On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods. In V. Madisetti, E. Gelenbe, & J. Walrand (Eds.), Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems (pp. 255-262). Publ by IEEE.

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 proceedingConference contribution

Stewart, WJ & Touzene, A 1994, On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods. in V Madisetti, E Gelenbe & J Walrand (eds), Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems. Publ by IEEE, pp. 255-262, Proceedings of the 2nd International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems, Durham, NC, USA, 1/31/94.
Stewart WJ, Touzene A. On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods. In Madisetti V, Gelenbe E, Walrand J, editors, Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems. Publ by IEEE. 1994. p. 255-262
Stewart, William J. ; Touzene, A. / On solving stochastic coupling matrices arising in iterative aggregation/disaggregation methods. Proceedings of the IEEE International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems. editor / Vijay Madisetti ; Erol Gelenbe ; Jean Walrand. Publ by IEEE, 1994. pp. 255-262
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