Issue No.09 - September (1986 vol.35)
A. Bobbio , Instituto Elettrotecnico Nazionale Galileo Ferraris
An approximation algorithm for systematically converting a stiff Markov chain into a nonstiff chain with a smaller state space is discussed in this paper. After classifying the set of all states into fast and slow states, the algorithm proceeds by further classifying fast states into fast recurrent subsets and a fast transient subset. A separate analysis of each of these fast subsets is done and each fast recurrent subset is replaced by a single slow state while the fast transient subset is replaced by a probabilistic switch. After this reduction, the remaining small and nonstiff Markov chain is analyzed by a conventional technique.
transient analysis, Aggregation, approximate solution, Markov chains, performance evaluation, reliability modeling, stiffness
A. Bobbio, K.S. Trivedi, "An Aggregation Technique for the Transient Analysis of Stiff Markov Chains", IEEE Transactions on Computers, vol.35, no. 9, pp. 803-814, September 1986, doi:10.1109/TC.1986.1676840