We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics - and the ones obtained by combining them, are often called performability measures. We show that this computational problem can be recasted as the evaluation of a bilinear form induced by appropriate matrix functions, and thus solved by leveraging the fast methods available for this task.
Computing performability measures in Markov chains by means of matrix functions
Robol L
2020
Abstract
We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics - and the ones obtained by combining them, are often called performability measures. We show that this computational problem can be recasted as the evaluation of a bilinear form induced by appropriate matrix functions, and thus solved by leveraging the fast methods available for this task.File in questo prodotto:
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Descrizione: Computing performability measures in Markov chains by means of matrix functions
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