Continuous time Markov chain (CTMC) models are frequently used in medical research for studies of disease progression, but they are rarely applied to thranstheretical modes (TTM). Existing literatures focus on models with restrictions of one-step transitions or with small number of states. TTM, however, often have four or more states and all one-step transitions are conceptually allowed. Though...

Integration between voice services and data services brought about new concepts in modelling and performance evaluation of wireless networks. In this paper it is proposed a new approach to deal with that putting together a formal method called Statecharts and a Continuous Time Markov Chain (CTMC). From the specification of the system made in Statecharts it is automatically generated a CTMC, and...

In this paper, a Multiple Adaptive-resource-allocation Real-time Supervisor (MARS) scheme for hybrid cloud-assisted Industrial Internet of Things (IIoT) is proposed to support reliable cloud services even under rapidly changing service demands that occur in massive IIoT networks. Virtual Machines (VMs) both private and public clouds can be elastically accurately allocated through the MARS schem...

In this paper we deal with iterative numerical methods to solve linear systems arising in continuous-time Markov chain (CTMC) models. We develop an algorithm to dynamically tune the relaxation parameter of the successive over-relaxation method. We give a sufficient condition for the Gauss-Seidel method to converge when computing the steady-state probability vector of a finite irreducible CTMC, ...

Internet of Things (IoT) is increasingly present in people's lives, mainly to provide security and well-being. In homes buildings, IoT sensors can monitor various factors such as temperature the smoke presence. case danger, some action be activated. However, a sensor network complex fault-prone architecture. Evaluating an architecture this context essential. Thus, objective paper twofold: (i) s...

This work focuses on the enhancement of charging reliability both scheduled (SEVs) and opportunistic (UEVs) electric vehicle (EV) users in an EV fast station (FCS). The proposed coordination strategies allow UEVs to exploit unused resources optimally utilize limited FCS. However, optimum utilization FCS while assuring a reliable process for plugged-in EVs under random failures supply equipment ...

A lockup period for investment in a hedge-fund is a time period after making the investment during which an investor cannot freely redeem his investment. Since long lockup periods have recently been imposed, it is important to estimate the premium an investor should expect from extended lockups. For this, Derman et al. (Wilmott J. 1(5–6):263–293, 2009) proposed a parsimonious three-state discre...

This paper derives a mapping between a close form transient solution of a continuous time Markov chain (CTMC), and a close form transient solution of one of its uniformized discrete time Markov chains. This result is used to propose a new method to compute the transient solution of CTMCs. The method is simple to implement and has important benefits: (i) It yields a closed-form solution. (ii) It...

A common approach for the quantitative analysis of a generalized stochastic Petri net GSPN is to gener ate its entire state space and then solve the correspond ing continuous time Markov chain CTMC numeri cally This analysis often su ers from two major prob lems the state space explosion and the sti ness of the CTMC In this paper we present parallel algorithms for shared memory machines that at...

We propose to use Markov regenerative process (MRGP) models to study the availability of Internet-based services perceived by a Web user, which capture the interactions between the service facility and the user. The necessity of the sophisticated MRGP modeling is evidenced by the comparisons with the corresponding continuous time Markov chain (CTMC) models, which show that the popular convenien...