2017/05/02 by Vitali Volovoi, Volovoi, Vitali
Computer Science · Engineering · #FOS: Computer and information sciences #Performance (cs.PF) #Petri Nets in System Modeling #Reliability and Maintenance Optimization #Software Reliability and Analysis Research
paper · pdf · doi:10.48550/arxiv.1705.01070
openalex publication_date 2017/05/02 · openalex created_date 2017/05/12 · openalex updated_date 2026/07/28
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for adjusting parameters of the Markov models to account for non-constant transition rates. In particular, transitions with fixed delays are considered along with the transitions that follow Weibull and lognormal distributions. Procedures for both steady-state solutions in the absence of an absorbing state, and for hazard rates to an absorbing state are provided and demonstrated on several examples.