Abstract
Two different methods have been introduced in the past for the numerical analysis of Markov Regenerative Processes. The first one generates the embedded Markov chain explicitly and solves afterwards the often dense system of linear equations. The second method avoids computation of the embedded Markov chain by performing a transient analysis in each step. This method is called “matrix free” and it is often more efficient in memory and time. In this paper we go one step further by even avoiding the storage of the generator matrices required by the matrix-free method, thanks to the use of a Kronecker representation.
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Amparore, E.G., Buchholz, P., Donatelli, S. (2014). A Structured Solution Approach for Markov Regenerative Processes. In: Norman, G., Sanders, W. (eds) Quantitative Evaluation of Systems. QEST 2014. Lecture Notes in Computer Science, vol 8657. Springer, Cham. https://doi.org/10.1007/978-3-319-10696-0_3
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DOI: https://doi.org/10.1007/978-3-319-10696-0_3
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