On Numerical Approach to Non-Markovian Stochastic Systems Modeling  

作　　者：Eimutis Valakevicius Mindaugas Snipas 

机构地区：[1]Department of Mathematical Research in Systems, Faculty of Fundamental Sciences, Kaunas University of Technology, KaunasLT-51368, Lithuania

出　　处：《Computer Technology and Application》2012年第5期368-373,共6页计算机技术与应用（英文版）

摘　　要：The paper considers the problem of representing non-Markovian systems that evolve stochastically over time. It is often necessary to use approximations in the case the system is non-Markovian. Phase type distribution is by now indispensable tool in creation of stochastic system models. The paper suggests a method and software for evaluating stochastic systems approximations by Markov chains with continuous time and countable state space. The performance of a system is described in the event language used for generating the set of states and transition matrix between them. The example of a numerical model is presented.

关 键 词：Non-Markovian system approximation phase type distribution Markov chain numerical model. 

分 类 号：O211.62[理学—概率论与数理统计] TP13[理学—数学]