Abstract
In this research paper, the problem of efficient computation of transient probability distribution of a Continuous Time Markov chain (CTMC) is addressed and a signal processing based approach is proposed. Also CTMCs whose generator matrix is a structured matrix (Toeplitz, Toeplitz-type) are considered and two efficient algorithms for the computation of transient probability distribution are proposed. Numerical results are presented for performance evaluation of CTMC based stochastic models.
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