Uniformization (probability theory): Difference between revisions

Revision as of 19:46, 3 September 2015

Revision as of 15:21, 4 September 2015

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==Implementation==

[[Pseudocode]] for the algorithm is included in Appendix A of Reibman and Trivedi's 1988 paper.<ref name="reibman">{{Cite journal | last1 = Reibman | first1 = A. | last2 = Trivedi | first2 = K. | doi = 10.1016/0305-0548(88)90026-3 | title = Numerical transient analysis of markov models | journal = Computers & Operations Research | volume = 15 | pages = 19 | year = 1988 | pmid = | pmc = | url = http://people.ee.duke.edu/~kst/markovpapers/numerical.pdf}}</ref> Using a [[parallel algorithm|parallel]] version of the algorithm, chains with state spaces of larger than 10⁷ have been analysed.<ref>{{citeCite journal doi| last1 = Dingle | first1 = N. | last2 = Harrison |first2 = P. G. | authorlink2 = Peter G. Harrison| last3 = Knottenbelt | first3= W. J.| title = Uniformization and hypergraph partitioning for the distributed computation of response time densities in very large Markov models | doi = 10.1016/j.jpdc.2004.03.017 | url = http://aesop.doc.ic.ac.uk/pubs/markov-uniformization-jpdc/| journal = Journal of Parallel and Distributed Computing | volume = 64 | issue = 8 | pages = 908–920 | year = 2004 | pmid = | pmc = }}</ref>

==Limitations==