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Approximate uniformization for continuous-time Markov chains with an application to performability analysis |
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| Authors: | Nico M. van Dijk |
| Affiliation: | Department of Econometrics, Free University, 1081 HV Amsterdam, Netherlands |
| Abstract: | An approximate version of the standard uniformization technique is introduced for application to continuous-time Markov chains with unbounded jump rates. This technique is shown to be asymptotically exact and an error bound for the order of its accuracy is provided. An illustrative queueing application is included. |
| Keywords: | continuous-time Markov chains jump rates approximate uniformization error bound |
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