Simulation of Markovian models using bootstrap method

نویسندگان

  • Ricardo M. Czekster
  • Paulo Fernandes
  • Afonso Sales
  • Dione Taschetto
  • Thais Webber
چکیده

Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.

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تاریخ انتشار 2010