Markov chains with perturbed rates to absorption: Theory and application to model repair

被引：7
作者：
Gouberman, Alexander [1 ]
Siegle, Markus [1 ]
Tati, Bharath [1 ]
机构：
[1] Univ Bundeswehr Munchen, Informat 3, Neubiberg, Germany
来源：
PERFORMANCE EVALUATION | 2019年 / 130卷
关键词：
Markov chain; Perturbation; Hitting probability; Monotonicity; Asymptotics; Model repair; PARAMETER SYNTHESIS; CHECKING;
D O I：
10.1016/j.peva.2018.11.006
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
This work investigates properties of continuous-time Markov chains with absorbing states, where there is no restriction on the structure of the set of transient states. The paper studies the behaviour of the hitting probabilities, as the rates from transient to absorbing states are perturbed by a common factor. New results about monotonicity and asymptotic limits of those hitting probabilities are established. The theoretical findings are applied to an instance of a model repair problem on a fairly general class of Markov chains, which appears frequently when modelling technical systems subject to ageing and failure. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：32 / 50
页数：19
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