Markov Chains

Markov Models - Blue Book

Chapter 7 (67 pages) is dedicated to discrete time Markov chains while chapter 8 (150 pages) is devoted to continuous time Markov chains. Chapter 9 on "Netwoork of Queues" also has a lot of material on Markov chains.

In chapter 7, MMBP (Markov modulated Bernouilli process) and examples on performance analysis of ATM multiplexer, performance analysis of cache memories, slotted aloha, and architecture-based performance and reliability analysis of software are added.

In chapter 8, new material on MMPP (Markov modulated Poisson process), Markov reward models, performability analysis, numerical solution methods, automated generation of Markov models from stochastic Petri nets and semi-Markov process is added. Large number of new examples of system availability, software reliability, performability modeling and wireless networking are added.

Chapter 9 contains a new section on computing response-time distribution for opened and closed Markovian networks using continuous-time Markov chains and stochastic Petri nets.

In chapter 10, statistical estimation of availability, Markov chains and semi-Markov process is added.