The advantages of the compositional structure within the Markovian process algebra PEPA for model construction and simpliication have already been demonstrated. In this paper we show that for some PEPA models this structure may also be used to advantage during the solution of the model. Several papers ooering product form solutions of stochastic Petri nets have been published during the last te...

In this paper we summarize the main idea and results of Yuen and Yang (2009, 2010a, 2010b) and provide some results on pricing of Parisian options under the Markov regime-switching model (MRSM). The MRSM allows the parameters of the market model depending on a Markovian process, and the model can reflect the information of the market environment which cannot be modeled solely by linear Gaussian...

Consider a production system where products are produced continuously and screened for conformance with their specification limits. When product performance falls below a lower specification limit or above an upper limit, a decision is made to rework or scrap the product. The majority of the process target models in the literature deal with a single-stage production system. In the real-world in...

Video transmission usually has stringent requirements on the network bandwidth, packet loss rate and the experienced delay. To better study the impact of layered video traffic on the network performance, accurate and tractable traffic model for layered video source is important. In this paper we propose a traffic model for scalable video encoded in multiple layers. The model is based on Markovi...

Several paradigms exist for modeling causal graphical models for discrete variables that can handle latent variables without explicitly modeling them quantitatively. Applying them to a problem domain consists of different steps: structure learning, parameter learning and using them for probabilistic or causal inference. We discuss two well-known formalisms, namely semi-Markovian causal models a...

Recently, there has been an outburst of interest in extending topographic maps of vectorial data to more general data structures, such as sequences or trees. The representational capabilities and internal representations of the models are not well understood. We concentrate on a generalization of the Self-Organizing Map (SOM) for processing sequential data – the Recursive SOM (RecSOM [1]). We a...

We consider simple Markovian games, in which several states succeed each other over time, following an exogenous discrete-time Markov chain. In each state, a different simple static game is played by the same set of players. We investigate the approximation of the Shapley–Shubik power index in simple Markovian games (SSM). We prove that an exponential number of queries on coalition values is ne...

Markovian models and their analysis techniques accomplish an important function in evaluating reliability/ availability in complex engineering systems. Markovian modeling is essentially associated with constant rate of transition from one state to another state of the system and is strictly applicable to exponential distributions. When a more general form for the distribution of a system compon...

We study fluid limits based on ordinary differential equations (ODEs) for Markovian queueing models where nonexponential service times are fit by appropriate Coxian distributions to match their first and second moments. We focus on a heavy-load regime, whereby the fluid limit of the queue-length process of the nonexponential queue estimates a bottleneck situation. Under this condition, we show ...

The objective of this paper is to study the filtering problem for a system partially observable processes (X, Y), where X non-Markovian pure jump process representing signal and Y general diffusion which provides observations. Our model covers case both are not necessarily quasi left-continuous, allowing them at predictable stopping times. By introducing Markovian version signal, we able comput...