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ANSS
2000
IEEE
14 years 1 months ago
Modeling and Analysis of Software Aging and Rejuvenation
Software systems are known to suffer from outages due to transient errors. Recently, the phenomenon of “software aging”, one in which the state of the software system degrades...
Kishor S. Trivedi, Kalyanaraman Vaidyanathan, Kate...
AUTOMATICA
2008
134views more  AUTOMATICA 2008»
13 years 8 months ago
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
JCP
2008
147views more  JCP 2008»
13 years 8 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
CONCUR
2008
Springer
13 years 10 months ago
Abstraction for Stochastic Systems by Erlang's Method of Stages
ion for Stochastic Systems by Erlang's Method of Stages Joost-Pieter Katoen1 , Daniel Klink1 , Martin Leucker2 , and Verena Wolf3 1 RWTH Aachen University 2 TU Munich 3 EPF La...
Joost-Pieter Katoen, Daniel Klink, Martin Leucker,...
SAC
2008
ACM
13 years 8 months ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Paul Fearnhead