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On Numerical Approach to Stochastic Systems Modelling

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Emerging Trends in Computing, Informatics, Systems Sciences, and Engineering

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

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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.

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Author information

Authors and Affiliations

  1. Department of Mathematical Research in Systems Kaunas, University of Technology Kaunas, Kaunas, 51368, Lithuania

    Eimutis Valakevicius & Mindaugas Snipas

Authors
  1. Eimutis Valakevicius
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  2. Mindaugas Snipas
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Corresponding author

Correspondence to Eimutis Valakevicius .

Editor information

Editors and Affiliations

  1. School of Engineering, University of Bridgeport, University Avenue 221, Bridgeport, 06604, Connecticut, USA

    Tarek Sobh

  2. School of Engineering, University of Bridgeport, University Avenue 221, Bridgeport, 06604, Connecticut, USA

    Khaled Elleithy

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Valakevicius, E., Snipas, M. (2013). On Numerical Approach to Stochastic Systems Modelling. In: Sobh, T., Elleithy, K. (eds) Emerging Trends in Computing, Informatics, Systems Sciences, and Engineering. Lecture Notes in Electrical Engineering, vol 151. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3558-7_31

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  • DOI: https://doi.org/10.1007/978-1-4614-3558-7_31

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  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4614-3557-0

  • Online ISBN: 978-1-4614-3558-7

  • eBook Packages: EngineeringEngineering (R0)

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