On Numerical Approach to Stochastic Systems Modelling

Conference paper
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 151)

Abstract

The paper considers the problem of representing non-Markovian systems that evolve stochastically over time. It is often necessary to use approximations in the case the system is non-Markovian. Phase type distribution is by now indispensable tool in creation of stochastic system models. In the paper is suggested a method and software for evaluating stochastic systems approximations by Markov chains with continuous time and countable state space. The performance of a system is described in the event language is used for generating the set of states and transition matrix between them. The example of a numerical model is presented.

Keywords

Non-Markovian system Approximation Phase type distribution Markov chain Numerical model 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Department of Mathematical Research in Systems KaunasUniversity of Technology KaunasKaunasLithuania

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