Perfect simulation and non-monotone markovian systems
Perfect simulation, or coupling from the past, is an efficient technique for sampling the steady
state of monotone discrete time Markov chains. Indeed, one only needs to consider two …
state of monotone discrete time Markov chains. Indeed, one only needs to consider two …
Perfect sampling of Markov chains with piecewise homogeneous events
Perfect sampling is a technique that uses coupling arguments to provide a sample from the
stationary distribution of a Markov chain in a finite time without ever computing the …
stationary distribution of a Markov chain in a finite time without ever computing the …
Tradeoff between accuracy and efficiency in the time-parallel simulation of monotone systems
JM Fourneau, F Quessette - European Workshop on Performance …, 2012 - Springer
We present a new version of the time-parallel simulation with fix-up computations for
monotone systems. We use the concept of monotony of a model related to the initial state of …
monotone systems. We use the concept of monotony of a model related to the initial state of …
Comparisons of Stochastic Task-Resource Systems.
B Gaujal, JM Vincent - 2009 - books.google.com
In this chapter, we show how to compare the performance of stochastic task resource
systems. Here, task resource systems are modeled by dynamic systems whose inputs are …
systems. Here, task resource systems are modeled by dynamic systems whose inputs are …
Different monotonicity definitions in stochastic modelling
I Kadi, N Pekergin, JM Vincent - International Conference on Analytical …, 2009 - Springer
In this paper we discuss different monotonicity definitions applied in stochastic modelling.
Obviously, the relationships between the monotonicity concepts depends on the relation …
Obviously, the relationships between the monotonicity concepts depends on the relation …
Can we use perfect simulation for non-monotonic Markovian systems?
Simulation approaches are alternative methods to estimate the stationary be-havior of
stochastic systems by providing samples distributed according to the stationary distribution …
stochastic systems by providing samples distributed according to the stationary distribution …
Reducing the impact of state space explosion in Stochastic Automata Networks
TCW Santos - 2009 - tede2.pucrs.br
The solution of Markovian models with large state spaces is one of the major challenges in
performance evaluation. Structured formalisms such as Stochastic Automata Networks …
performance evaluation. Structured formalisms such as Stochastic Automata Networks …
[PDF][PDF] Perfect simulation, monotonicity and finite queueing networks
JM Vincent - QEST, 2008 - inria.hal.science
Queuing systems are of fundamental interest for modeling communication networks,
production lines, operating systems,.... Servers represent the access of customers to …
production lines, operating systems,.... Servers represent the access of customers to …
Comparisons of Stochastic Task-Resource Systems
In this chapter, we show how to compare the performance of stochastic task resource
systems. Here, task resource systems are modeled by dynamic systems whose inputs are …
systems. Here, task resource systems are modeled by dynamic systems whose inputs are …