Reduction of a Discrete Event Simulation to a Markov Chain
Conference
·
· Proceedings of the 11th Conference on Winter Simulation
OSTI ID:5891892
An event-driven, time-based stochastic simulation model may be modified in a straightforward manner to satisfy the axioms of a discrete-state, continuous-time Markov chain. The method requires casting the probability distribution of each random variable representing a time interval of the process into the form of a series of exponentially distributed stages. An algorithm for this transformation was developed. The technique is demonstrated by means of a simple example of a computer system simulation. The Markov chain representation of the simulation can be solved numerically; this solution provides an independent verification of the logic of the simulation. 9 figures.
- Research Organization:
- Brookhaven National Lab., Upton, NY (USA); New York Univ., NY (USA). Courant Inst. of Mathematical Sciences; Sperry Univac, St. Paul, MN (USA)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- EY-76-C-02-0016
- OSTI ID:
- 5891892
- Report Number(s):
- BNL-26707; CONF-791207-2
- Conference Information:
- Journal Name: Proceedings of the 11th Conference on Winter Simulation Journal Volume: 2
- Country of Publication:
- United States
- Language:
- English
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