Stochastic comparison of Markov processes through coupling by mapping functions

Abstract : We consider large queueing networks for which transient and stationary probability distributions are very difficult or impossible to obtain due to the state space explosion. We apply the coupling by mapping functions in order to compare large size multidimensional Markov chains with smaller ones, generating bounds on stationary and transient performance measures. When the processes have many transitions due to several events, the coupling is not easy to apply. The goal of this work is to provide a general algorithm for the comparison using the coupling by mapping functions. This algorithm can be applied for the generation of aggregated bounding processes
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https://hal.archives-ouvertes.fr/hal-01303048
Contributor : Médiathèque Télécom Sudparis & Institut Mines-Télécom Business School <>
Submitted on : Friday, April 15, 2016 - 5:02:27 PM
Last modification on : Tuesday, January 22, 2019 - 2:32:06 PM

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  • HAL Id : hal-01303048, version 1

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Hind Castel-Taleb, Idriss Ismael Aouled. Stochastic comparison of Markov processes through coupling by mapping functions. QEST 2011 : 8th International Conference on Quantitative Evaluation of Systems, Sep 2011, Aachen Germany. QEST 2011 : 8th International Conference on Quantitative Evaluation of Systems. 〈hal-01303048〉

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