Journal article  Open Access

Computing performability measures in Markov chains by means of matrix functions

Masetti G., Robol L.

Availability  Computational Mathematics  Mathematics - Numerical Analysis  Matrix functions  FOS: Mathematics  Markov chains  Performance measures  Reliability  Applied Mathematics  Numerical Analysis (math.NA) 

We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics - and the ones obtained by combining them, are often called performability measures. We show that this computational problem can be recasted as the evaluation of a bilinear form induced by appropriate matrix functions, and thus solved by leveraging the fast methods available for this task.

Source: Journal of computational and applied mathematics 368 (2020). doi:10.1016/j.cam.2019.112534

Publisher: Koninklijke Vlaamse Ingenieursvereniging, Amsterdam , Belgio

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BibTeX entry
	title = {Computing performability measures in Markov chains by means of matrix functions},
	author = {Masetti G. and Robol L.},
	publisher = {Koninklijke Vlaamse Ingenieursvereniging, Amsterdam , Belgio},
	doi = {10.1016/j.cam.2019.112534 and 10.48550/arxiv.1803.06322},
	journal = {Journal of computational and applied mathematics},
	volume = {368},
	year = {2020}