Non-Markovian Analysis
Non-Markovian Analysis
复制标题
非马尔可夫分析
DOI：
10.1007/3-540-44667-2_4
复制
发表时间：
2002
影响因子：
3.7
通讯作者：
R. German
中科院分区：
文献类型：
--
作者：
R. German
如果在随机建模中，指数分布的理想化假设被移除，则所得到的随机过程是非马尔可夫的。在本教程中，我们给出了这样的非马尔可夫模型的可能的分析方法的概述。建模框架的随机Petri网的使用，但思想也适用于其他框架，以及，如果一个状态空间可以构造。本文详细介绍了一种基于补充变量法的分析方法，并对另一种基于嵌入的分析方法作了简要评述。用于保持连接的定时器的模型被用作教程示例，并且用于无线网络中的介质访问机制的模型被用作更复杂的示例。
If in stochastic modeling the idealized assumption of exponential distributions is removed, the resulting stochastic process is non-Markovian. In this tutorial paper we give an overview of possible analytic approaches for such non-Markovian models. The modeling framework of stochastic Petri nets is used, but the ideas are applicable to other frameworks as well, if a state space can be constructed. We give a detailed presentation of one analysis approach which is based on the method of supplementary variables and give a brief review of another analysis approach which is based on embedding. A model of a timer for holding a connection is used as a tutorial example and a model for a medium access mechanism in wireless networks is used as a more complex example.