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Approximate Analysis of Non-Markovian Stochastic Systems with Multiple Time Scale Delays

dc.contributor.authorHaddad, Serge
HAL ID: 745039
dc.contributor.authorMoreaux, Patrice
HAL ID: 10630
dc.date.accessioned2010-11-17T15:35:11Z
dc.date.available2010-11-17T15:35:11Z
dc.date.issued2004
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5092
dc.language.isoenen
dc.subjecttelecommunications systemsen
dc.subjectsteady-state analysisen
dc.subjecttransient analysisen
dc.subjectmultiple time scale delaysen
dc.subjectMarkovian stochastic systemsen
dc.subject.ddc519en
dc.titleApproximate Analysis of Non-Markovian Stochastic Systems with Multiple Time Scale Delaysen
dc.typeCommunication / Conférence
dc.contributor.editoruniversityotherCReSTIC and Universit? de Reims Champagne-Ardenne;France
dc.description.abstractenWe 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.en
dc.identifier.citationpages23-30en
dc.relation.ispartoftitleThe IEEE Computer Society's 12th Annual International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems (MASCOTS 2004)en
dc.relation.ispartofpublnameIEEEen
dc.relation.ispartofpublcityLos Alamitosen
dc.relation.ispartofdate2004
dc.relation.ispartofpages614en
dc.relation.ispartofurlhttp://dx.doi.org/10.1109/MASCOT.2004.1348178en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.ispartofisbn0-7695-2251-3en
dc.relation.conftitleMASCOTS 2004 12th Int. Symp. on Modeling, Analysis, and Simulation of Computer and Telecom. Syst.en
dc.relation.confdate2004-10
dc.relation.confcityVolendamen
dc.relation.confcountryPays-Basen


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