Title Stochastinių sistemų aproksimavimas Markovo modeliais /
Translation of Title Approximation of Stochastic Systems by Markovian Models.
Authors Šnipas, Mindaugas
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Pages 97
Keywords [eng] Markov process ; approximation of stochastic systems ; mixtures of Erlang ; simulation methods
Abstract [eng] Application of numerical methods with approximation allows to extend a class of systems represented by Markovian processes under investigation compared with analytical methods. In this paper we used approximation of positive distribution functions, using phase-type distributions: mixtures of Erlang distributions and Coxian distribution – both 2 and 3 moments-matching algorithms was used. Analysis of M/G/1 and G/M/1 queueing systems showed, that moment-based queueing approximation gives high accuracy. In purpose to compute characteristics of M/G/1 and G/M/1 systems described in an event-based language, algorithms and software was created. Comparison to simulation results shows, that event-based language enables to get more precise results. Analysis of G/G/1 systems showed, that moment-based approximation can be used to analyse difficult queueing systems.
Type Master thesis
Language Lithuanian
Publication date 2008