MOVES Seminar, 19 July 2007

Time-inhomogeneous Markov Chains

 

Alexandru Mereacre

 

Abstract:

 

The talk introduces the modeling and verification of a class of Markov chains
also called Inhomogeneous Continuous Time Markov chains (ICTMC). The main
property of this class is that the transition rates between states depend on the
global time. Therefore the study of these type of chains becomes much more
challenging when taking into consideration time dependence.
The talk will consider mainly the computation of the transient distribution and
also the development of an algebra for ICTMC.