| Title |
On numerical approach to non-Markovian stochastic systems modeling / |
| Authors |
Valakevičius, Eimutis ; Šnipas, Mindaugas |
| DOI |
10.17265/1934-7332/2012.05.006 |
| Full Text |
|
| Is Part of |
Computer technology and application.. Wilmington, DE : David publishing company. 2012, vol. 3, iss. 5, p. 368-373.. ISSN 1934-7332. eISSN 1934-7340 |
| Keywords [eng] |
non-Markovian system approximation ; phase type distribution ; Markov chain ; numerical model |
| Abstract [eng] |
The paper considers the problem of representing non-Markovian systems that evolve stochastically over time. It is often necessary to use approximations in the case the system is non-Markovian. Phase type distribution is by now indispensable tool in creation of stochastic system models. The paper suggests a method and software for evaluating stochastic systems approximations by Markov chains with continuous time and countable state space. The performance of a system is described in the event language used for generating the set of states and transition matrix between them. The example of a numerical model is presented. |
| Published |
Wilmington, DE : David publishing company |
| Type |
Journal article |
| Language |
English |
| Publication date |
2012 |
| CC license |
|
