Abstract
We consider a class of Markov chains known for its closed form transient and steady-state distributions. We show that some absorbing chains can be also seen as members of this class and we provide the closed form solution for their absorption time distributions. By constructing upper and lower bounding chains that belong to this particular class one can easily compute both lower and upper bounds for absorption time distribution of an arbitrary absorbing Markov chain. We provide a new algorithm for the construction of bounding chains from this class and we show a possible application of these bounds.
This work was supported by SMS, ANR-05-BLAN-009-02 and Checkbound, ANR-06-SETI-002.
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Bušić, A., Pekergin, N. (2007). Closed Form Absorption Time Bounds . In: Wolter, K. (eds) Formal Methods and Stochastic Models for Performance Evaluation. EPEW 2007. Lecture Notes in Computer Science, vol 4748. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-75211-0_4
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DOI: https://doi.org/10.1007/978-3-540-75211-0_4
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