COMPLEXITY OF EMBEDDED CHAIN ALGORITHM FOR COMPUTING STEADY STATE PROBABILITIES OF MARKOV CHAIN
Henrikas Pranevičius, Eimutis Valakevičius, Mindaugas Šnipas · Information Technology And Control · 2011
The paper presents the theoretical evaluation of the complexity of an algorithm, based on embedded Markov chains, for computing steady state probabilities. Experimental research with different infinitesimal generator matrices was performed to support theoretical evaluations. Results showed that modified algorithm can be more effective for sparse matrices. An example of a queuing system is presented to demonstrate the automatic creation of the model of the system based on the proposed modelling method.http://dx.doi.org/10.5755/j01.itc.40.2.425