Abstract

The differential equations for transient state probabilities for Markovian processes are examined to derive the rate of convergence of transient states to equilibrium states. There is an acute need to solve the balance equations for large states, particularly for handling computer performance modeling with a network of queues that do not satisfy product form solutions or cannot be cast into the forms convenient for mean value analysis.The rate of convergence to equilibrium states is derived for irreducible aperiodic homogeneous Markov chains on the basis of a geometrical interpretation. A numerical integration method with dynamic step-size adjustments is applied and compared against the power method of Wallace and Rosenberg.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.