Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models

Hypergraph-based parallel computation of

Hypergraph-based parallel computation of passage time densities in large semi-Markov models

✍ Jeremy T. Bradley; Nicholas J. Dingle; William J. Knottenbelt; Helen J. Wilson 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 579 KB

Passage time densities and quantiles are important performance and quality of service metrics, but their numerical derivation is, in general, computationally expensive. We present an iterative algorithm for the calculation of passage time densities in semi-Markov models, along with a theoretical ana