A Matrix Pattern Compliant Strong Stochastic Bound

Abstract

Stochastic bounds are a promising method to analyze QoS requirements. Indeed it is sufficient to prove that a bound of the real performance satisfies the guarantee. However, the time and space complexity issues are not well understood so far. We propose a new algorithm to derive a strong stochastic bound of a Markov chain, using a matrix pattern specifing the structural properties a bounding matrix should comply with. Thus we can obtain a simpler Markov chain bounding for which the numerical computation of the steady-state solution is easier.