|Stochastic Petri nets (SPNs) with generally distributed ring times can model a large class of systems, but simulation is the only feasible approach for their solution. We explore a hierarchy of SPN classes where modeling power is reduced in exchange for an increasingly eecient solution. Generalized stochastic Petri nets (GSPNs), deter-ministic and stochastic Petri nets (DSPNs), semi-Markovian ...

In this paper we deene a Stochastic Petri Net (SPN) semantics for Stochastic Process Algebras (SPAs), a recently introduced formalism that ooers a novel approach for performance modeling. The proposed semantics is evaluated in terms of three criteria: Con-currency and Retrievability, as deened by Olderog for untimed net semantics, and Markov Equivalence for the stochastic aspects.

Let T be an arbitrary n × n matrix with real entries. We explicitly find the closest (in Frobenius norm) matrix A to T , where A is n × n with real entries, subject to the condition that A is “generalized doubly stochastic” (i.e. Ae = e and eA = e , where e = (1, 1, ..., 1) , although A is not necessarily nonnegative) and A has the same first moment as T (i.e. eT1 Ae1 = e T 1 Te1). We also expl...

We prove a functional central limit theorem for integrals ∫ W f(X(t)) dt, where (X(t))t∈Rd is a stationary mixing random field and the stochastic process is indexed by the function f , as the integration domain W grows in Van Hove-sense. We discuss properties of the covariance function of the asymptotic Gaussian process.

in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...

this study develops a long run optimal pattern for nomadic ranchers of fars province under climate uncertainty by simulating dynamic process of livestock and forage productivity as well as employing dynamic stochastic programming. results indicate that the nomadic representatives do not perform, optimally. despite their attachments to livestock as an asset, and their life dependency on livestoc...