Approximate Analysis of Stochastic Models by Self-Correcting Aggregation

Bazan P, German R (2005)

Publication Language: English

Publication Type: Conference contribution, Original article

Publication year: 2005

Publisher: IEEE Computer Society

Edited Volumes: QEST 2005 - Proceedings Second International Conference on the Quantitative Evaluation of SysTems

City/Town: Los Alamitos, CA, USA

Pages Range: 134-143

Conference Proceedings Title: Second International Conference on the Quantitative Evaluation of Systems (QEST'05)

Event location: Torino IT

ISBN: 0-7695-2427-3

DOI: 10.1109/QEST.2005.5

Abstract

We present an approximation algorithm for the analysis of large stochastic models. The fixed point iteration approach uses different approximate aggregations of the state space of a model. The stationary state probabilities of these aggregated models are calculated to derive refined aggregations which are used for the correction of the approximate aggregations. The presented method is then extended to benefit from components of higher level model descriptions by defining pairwise overlapping aggregations of the state space of a model. This construction of the aggregated models makes the automatic generation of appropriate aggregations possible, such that the interactions of the submodels are taken into consideration. Together with a well known aggregation formula and new and simple correction formulas the method is easy to implement. The good accuracy of the presented algorithm is shown by means of large examples and the results are compared with the results derived by simulation.

Authors with CRIS profile

Peter Bazan Computer Science 7 (Computer Networks and Communication Systems) Reinhard German Computer Science 7 (Computer Networks and Communication Systems)

Related research project(s)

Analysis Methods for Non-Markovian Models Nov. 1, 2001 - Oct. 30, 2004

How to cite

APA:

Bazan, P., & German, R. (2005). Approximate Analysis of Stochastic Models by Self-Correcting Aggregation. In Second International Conference on the Quantitative Evaluation of Systems (QEST'05) (pp. 134-143). Torino, IT: Los Alamitos, CA, USA: IEEE Computer Society.

MLA:

Bazan, Peter, and Reinhard German. "Approximate Analysis of Stochastic Models by Self-Correcting Aggregation." Proceedings of the 2nd International Conference on the QuantitativeEvaluation of Systems (QEST) 2005, Torino Los Alamitos, CA, USA: IEEE Computer Society, 2005. 134-143.

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