| Title |
Complexity of embedded chain algorithm for computing steady state probabilities of Markov chain / |
| Another Title |
Įdėtųjų Markovo grandinių algoritmo stacionariosioms tikimybėms skaičiuoti sudėtingumo tyrimas. |
| Authors |
Pranevičius, Henrikas ; Valakevičius, Eimutis ; Šnipas, Mindaugas |
| DOI |
10.5755/j01.itc.40.2.425 |
| Full Text |
|
| Is Part of |
Informacinės technologijos ir valdymas = Information technology and control.. Kaunas : Technologija. 2011, vol. 40, no. 2, p. 110-117.. ISSN 1392-124X |
| Keywords [eng] |
steady state probabilities ; complexity of the algorithm ; numerical model ; Queuing system |
| Abstract [eng] |
The paper presents the theoretical evaluation of the complexity of an algorithm, based on embedded Markov chains, for computing steady state probabilities. Experimental research with different infinitesimal generator matrices was performed to support theoretical evaluations. Results showed that modified algorithm can be more effective for sparse matrices. An example of a queuing system is presented to demonstrate the automatic creation of the model of the system based on the proposed modelling method. |
| Published |
Kaunas : Technologija |
| Type |
Journal article |
| Language |
English |
| Publication date |
2011 |
| CC license |
|
