In Search of Probability Mass: Probabilistic Evaluation of High-Level Specified Markov Models
Author(s) -
Boudewijn R. Haverkort
Publication year - 1995
Publication title -
the computer journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 64
eISSN - 1460-2067
pISSN - 0010-4620
DOI - 10.1093/comjnl/38.7.521
Subject(s) - uniformization (probability theory) , dependability , computer science , markov chain , state space , probabilistic logic , stochastic petri net , markov process , queueing theory , probability mass function , markov decision process , continuous time markov chain , theoretical computer science , petri net , state (computer science) , markov model , mathematical optimization , algorithm , variable order markov model , mathematics , probability distribution , machine learning , artificial intelligence , statistics , computer network , software engineering
One of the main problems arising when using high-level specification methods to describe system performance and dependability models, be they stochastic Petri nets, stochastic process algebras or queueing networks, is the growth of the state space of the underlying Markov chain. We therefore propose an approach that avoids this problem by only generating those Markov-chain states that really do matter, i.e., those states that contain most of the probability mass. We first describe our approach in a general setting and then propose various ways to selectively explore the state space in order to capture the most important states. The chosen approach allows us to increase the state space size stepwise until a preset level of accuracy is met. We illustrate this so-called probabilistic evaluation approach for transient dependability measures computed via uniformization.
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