Adaptive Uniformization: Technical Details

نویسندگان

  • Aad P. A. van Moorsel
  • William H. Sanders
چکیده

This paper discusses technical aspects related to adaptive uniformization [1]. We give the derivation of the schemes that we have used to compute the jump probabilities. We also give some more detailed results about the complexity of adaptive uniformization. This paper is not self contained, but is a supplement to [1]. A. P. A. van Moorsel has been supported by the Netherlands Organization for Scienti c Research (NWO), grants R62-385 and SIR13-1260. W. H. Sanders has been supported, in part, by the Digital Faculty Program: Incentives for Excellence. Figure 1: The CTMC of an AU-jump process.

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تاریخ انتشار 1993