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      • Department of Computer Engineering
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      Decompositional analysis of Kronecker structured Markov chains

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      Author
      Bao, Y.
      Bozkur, I. N.
      Dayar, T.
      Sun, X.
      Trivedi, K. S.
      Date
      2008
      Source Title
      Electronic Transactions on Numerical Analysis
      Print ISSN
      1068-9613
      Publisher
      Kent State University
      Volume
      31
      Pages
      271 - 294
      Language
      English
      Type
      Article
      Item Usage Stats
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      21
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      Abstract
      This contribution proposes a decompositional iterative method with low memory requirements for the steadystate analysis ofKronecker structured Markov chains. The Markovian system is formed by a composition of subsystems using the Kronecker sum operator for local transitions and the Kronecker product operator for synchronized transitions. Even though the interactions among subsystems, which are captured by synchronized transitions, need not be weak, numerical experiments indicate that the solver benefits considerably from weak interactions among subsystems, and is to be recommended specifically in this case. © 2008, Kent State University.
      Keywords
      Aggregation
      Decomposition
      Disaggregation
      Iterative method
      Kronecker representation
      Markov chain
      Multigrid
      Kronecker product
      Local transitions
      Low memory
      Markovian
      Multi-grid
      Numerical experiments
      Steady-state analysis
      Weak interactions
      Markov processes
      Permalink
      http://hdl.handle.net/11693/22893
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      • Department of Computer Engineering 1422
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