Parametric State Space Structuring

Structured approaches based on Kronecker operators for the description and solution of the infinitesimal generator of a continuous-time Markov chains are receiving increasing interest. However, their main advantage, a substantial reduction in the memory requirements during the numerical solution, comes at a price. Methods based on the “potential state space” allocate a probability vector that might be much larger than actually needed. Methods based on the “actual state space”, instead, have an additional logarithmic overhead. We present an approach that realizes the advantages of both methods with none of their disadvantages, by partitioning the local state spaces of each submodel. We apply our results to a model of software rendezvous, and show how they reduce memory requirements while, at the same time, improving the efficiency of the computation.