Mean field and fluid approaches to Markov chain analysis
نویسنده
چکیده
Representing the explicit state space of performance models has inherent difficulties. Just as the state-space explosion effects functional correctness evaluation, so it can also be easily a problem in performance models. In particular, classical Markov chain analysis of any variety requires exploration of the global state space and, even for a simple system, this quickly becomes computationally infeasible. Fluid and mean-field analysis techniques attempt to side-step the state-space explosion and provide a computationally cheap way of analysing certain features of Markov chains.
منابع مشابه
Financial Risk Modeling with Markova Chain
Investors use different approaches to select optimal portfolio. so, Optimal investment choices according to return can be interpreted in different models. The traditional approach to allocate portfolio selection called a mean - variance explains. Another approach is Markov chain. Markov chain is a random process without memory. This means that the conditional probability distribution of the nex...
متن کاملRate of relaxation for a mean-field zero-range process
We introduce a mean-field zero-range process. It is a Markov chain model for a microcanonical ensemble. We prove that the process converges to a fluid limit. The fluid limit rapidly relaxes to the appropriate Gibbs distribution. Keywordsmean field, zero-range process, balls, boxes, Markov chain, relaxation, spectral gap, log Sobolev Mathematics Subject Classification (2000) 60K35, 82C20.
متن کاملCluster-Based Image Segmentation Using Fuzzy Markov Random Field
Image segmentation is an important task in image processing and computer vision which attract many researchers attention. There are a couple of information sets pixels in an image: statistical and structural information which refer to the feature value of pixel data and local correlation of pixel data, respectively. Markov random field (MRF) is a tool for modeling statistical and structural inf...
متن کاملNew Approaches in 3D Geomechanical Earth Modeling
In this paper two new approaches for building 3D Geomechanical Earth Model (GEM) were introduced. The first method is a hybrid of geostatistical estimators, Bayesian inference, Markov chain and Monte Carlo, which is called Model Based Geostatistics (MBG). It has utilized to achieve more accurate geomechanical model and condition the model and parameters of variogram. The second approach is the ...
متن کاملMarkov Chain Analogue Year Daily Rainfall Model and Pricing of Rainfall Derivatives
In this study we model the daily rainfall occurrence using Markov Chain Analogue Yearmodel (MCAYM) and the intensity or amount of daily rainfall using three different probability distributions; gamma, exponential and mixed exponential distributions. Combining the occurrence and intensity model we obtain Markov Chain Analogue Year gamma model (MCAYGM), Markov Chain Analogue Year exponentia...
متن کامل