2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops)
Computing Closed-Form Stochastic Bounds on Transient Distributions of Markov Chains
Trento, Italy
January 31-February 04
ISBN: 0-7695-2263-7
In {3, 2} we have defined a particular class of time homogeneous discrete time Markov chains, called class C, having closed-form steady-state solution. In this paper, we show that transient distributions of this particular class have also closed-form solutions. Therefore, it is possible to apply the stochastic comparison approach to compute bounds on transient distributions by means of the closed-form solutions. This approach may be attractive for high-speed networks, where QoS requirements are the thresholds and exact values are not necessary.
Citation:
Mouad Ben Mamoun, Nihal Pekergin, "Computing Closed-Form Stochastic Bounds on Transient Distributions of Markov Chains," saint-w, pp.260-263, 2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops), 2005