{"title":"马尔可夫链暂态分布的封闭随机界的计算","authors":"M. B. Mamoun, N. Pekergin","doi":"10.1109/SAINTW.2005.1620025","DOIUrl":null,"url":null,"abstract":"In {3, 2} we have defined a particular class of time homogeneous discrete time Markov chains, called class C, having closed-form steady-state solution. In this paper, we show that transient distributions of this particular class have also closed-form solutions. Therefore, it is possible to apply the stochastic comparison approach to compute bounds on transient distributions by means of the closed-form solutions. This approach may be attractive for high-speed networks, where QoS requirements are the thresholds and exact values are not necessary.","PeriodicalId":220913,"journal":{"name":"2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops)","volume":"88 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2005-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"Computing Closed-Form Stochastic Bounds on Transient Distributions of Markov Chains\",\"authors\":\"M. B. Mamoun, N. Pekergin\",\"doi\":\"10.1109/SAINTW.2005.1620025\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In {3, 2} we have defined a particular class of time homogeneous discrete time Markov chains, called class C, having closed-form steady-state solution. In this paper, we show that transient distributions of this particular class have also closed-form solutions. Therefore, it is possible to apply the stochastic comparison approach to compute bounds on transient distributions by means of the closed-form solutions. This approach may be attractive for high-speed networks, where QoS requirements are the thresholds and exact values are not necessary.\",\"PeriodicalId\":220913,\"journal\":{\"name\":\"2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops)\",\"volume\":\"88 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2005-01-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/SAINTW.2005.1620025\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SAINTW.2005.1620025","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Computing Closed-Form Stochastic Bounds on Transient Distributions of Markov Chains
In {3, 2} we have defined a particular class of time homogeneous discrete time Markov chains, called class C, having closed-form steady-state solution. In this paper, we show that transient distributions of this particular class have also closed-form solutions. Therefore, it is possible to apply the stochastic comparison approach to compute bounds on transient distributions by means of the closed-form solutions. This approach may be attractive for high-speed networks, where QoS requirements are the thresholds and exact values are not necessary.