ANALYTICAL COMPUTATION OF MARKOV-CHAIN USING PADE APPROXIMATIONS

Authors
AMINDAVAR H RITCEY JA SOMANI AK
Citation
H. Amindavar et al., ANALYTICAL COMPUTATION OF MARKOV-CHAIN USING PADE APPROXIMATIONS, Computers & operations research, 21(6), 1994, pp. 661-675
Citations number
22
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science","Computer Science Interdisciplinary Applications","Engineering, Industrial
Journal title
Computers & operations research → ACNP
ISSN journal
03050548
Volume
21
Issue
6
Year of publication
1994
Pages
661 - 675
Database
ISI
SICI code
0305-0548(1994)21:6<661:ACOMUP>2.0.ZU;2-L
Abstract
The transient analysis of finite-state, continuous-time Markov chains is determined using Pade approximations in the complex plane. Many app lications are required to provide interruption-free service for long m issions. For these systems, the probability that a system operates wit hout failure during some interval is of interest. We Will consider the general problem of finding the state probability vector of a discrete -state, continuous-time Markov chain. We employ Pade approximation as our analytical tool to determine the state probabilities.