Approximate Analysis of Non-Markovian Stochastic Systems with Multiple Time Scale Delays
Haddad, Serge; Moreaux, Patrice (2004), Approximate Analysis of Non-Markovian Stochastic Systems with Multiple Time Scale Delays, The IEEE Computer Society's 12th Annual International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems (MASCOTS 2004), IEEE : Los Alamitos, p. 23-30
Type
Communication / ConférenceDate
2004Conference title
MASCOTS 2004 12th Int. Symp. on Modeling, Analysis, and Simulation of Computer and Telecom. Syst.Conference date
2004-10Conference city
VolendamConference country
Pays-BasBook title
The IEEE Computer Society's 12th Annual International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems (MASCOTS 2004)Publisher
IEEE
Published in
Los Alamitos
ISBN
0-7695-2251-3
Number of pages
614Pages
23-30
Metadata
Show full item recordAbstract (EN)
We address the problem of transient and steady-state analysis of stochastic discrete event systems which include concurrent activities with multiple time scale finite support distributions (and consequently non Markovian). Rather than compute an approximate distribution of the model (as done in previous methods), we develop an exact analysis of an approximate model. The design of this method leads to a uniform handling for the computation of the transient and steady-state behaviour of the model. We extend a previous result restricted to one time scale in order to handle different time scales. Furthermore, we show that some useful classes of non ergodic systems can be analyzed in an exact way with this method. We have evaluated our algorithms on standard queuing model benchmarks. Our results demonstrate that, in most of the cases, the solution of the approximate model converges quickly to the solution of the exact model, and, in the difficult cases (e.g. an heavy load on the queue), our method is more robust than previous ones.Subjects / Keywords
telecommunications systems; steady-state analysis; transient analysis; multiple time scale delays; Markovian stochastic systemsRelated items
Showing items related by title and author.
-
Haddad, Serge; Mokdad, Lynda; Moreaux, Patrice (2005) Communication / Conférence
-
Haddad, Serge; Mokdad, Lynda; Moreaux, Patrice (2006) Communication / Conférence
-
Donatelli, Susanna; Haddad, Serge; Moreaux, Patrice (1999) Communication / Conférence
-
Moreaux, Patrice; Haddad, Serge (2007) Article accepté pour publication ou publié
-
Haddad, Serge; Moreaux, Patrice; Sereno, Matteo; Silva, Manuel (2001) Communication / Conférence