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| Presentation | 2021-05-28 14:10 A note on local sensitivity analysis of stationary solutions for Markov regenerative processes Junjun Zheng (Ritsumeikan Univ.), Jiahao Zhang, Hiroyuki Okamura, Tadashi Dohi (Hiroshima Univ.)  R2021-4 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Because of high power and flexibility, Markov regenerative process (MRGP) is widely used for modeling and evaluating the dependability of a system. However, due to the renewal nature of MRGP, the analysis of MRGP is difficult. To the best of our knowledge, embedded Markov chain approach can give the stationary solution of MRGP, and phase expansion approach can provide both stationary and transient solutions to MRGP. Based on these solutions, one can obtain the performance/dependability measure as an output of the MRGP model. Then it becomes possible to quantify the impact of the change in input factors on the output, which is called local sensitivity. But in fact, the question of how the change in model parameter affects the output measure in the MRGP model still remains unclear. Therefore, in this paper, we present an approach for evaluating the local sensitivities of model parameters for the MRGP in the steady state. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Markov regenerative process / stationary analysis / sensitivity analysis / embedded Markov chain / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 121, no. 47, R2021-4, pp. 19-24, May 2021. | |
| Paper # | R2021-4 | |
| Date of Issue | 2021-05-21 (R) | |
| ISSN | Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | R2021-4 |
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| Conference Information | |
| Committee | R |
| Conference Date | 2021-05-28 - 2021-05-28 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Online |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Software Reliability, Reliability General |
| Paper Information | |
| Registration To | R |
| Conference Code | 2021-05-R |
| Language | English (Japanese title is available) |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A note on local sensitivity analysis of stationary solutions for Markov regenerative processes |
| Sub Title (in English) | |
| Keyword(1) | Markov regenerative process |
| Keyword(2) | stationary analysis |
| Keyword(3) | sensitivity analysis |
| Keyword(4) | embedded Markov chain |
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| 1st Author's Name | Junjun Zheng |
| 1st Author's Affiliation | Ritsumeikan University (Ritsumeikan Univ.) |
| 2nd Author's Name | Jiahao Zhang |
| 2nd Author's Affiliation | Hiroshima University (Hiroshima Univ.) |
| 3rd Author's Name | Hiroyuki Okamura |
| 3rd Author's Affiliation | Hiroshima University (Hiroshima Univ.) |
| 4th Author's Name | Tadashi Dohi |
| 4th Author's Affiliation | Hiroshima University (Hiroshima Univ.) |
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| Speaker | Author-1 |
| Date Time | 2021-05-28 14:10:00 |
| Presentation Time | 25 minutes |
| Registration for | R |
| Paper # | R2021-4 |
| Volume (vol) | vol.121 |
| Number (no) | no.47 |
| Page | pp.19-24 |
| #Pages | 6 |
| Date of Issue | 2021-05-21 (R) |
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