Nikola Trcka

Lumping Markov Chains with Silent Steps

Nikola Trcka
Technical University Eindhoven, NL

Abstract:

Recently developed Markovian process algebras introduced several extensions of Markov chains in order to capture both the functional and performance behavior of a process. In order to perform performance evaluation, a pure Markov chain is obtained from the extension, but it is not proved that this reduction preserves performance, particularly, in the case, when it consists of eliminating silent (tau) steps. By treating Markov chains with silent steps as normal Markov chains parameterized with a special (large) real number tau, we define a new notion of lumping (aggregation), called tau-lumping. In addition, we define the notion of lumping for the setting of discontinuous Markov chains and justify tau-lumping by providing a direct connection between the two settings in case when tau is infinite.

BSc/MSc/Diploma Topics
Teaching WS 2012/13
Hybrid Systems Group

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