TIPP and the Spectral Expansion Method

Stochastic Process Algebras (SPA) like TIPP are a means for functional, performance and dependability modelling of concurrent systems in a modular fashion. Until now their applicability has been restricted by the requirement that the process state space should be finite. This was due to the solution algorithms that were employed. In this paper we present a variant of SPA which enables the Spectral Expansion solution method (SE) to be used, thus allowing the modelling of processes with infinite state space. Whether SE is applicable to a given problem can be decided before generating a detailed description of the state space. The mapping from the SPA to the SE formalisms can be automated and the technicalities of the solution can be hidden from the user. This approach is illustrated on a small but non-trivial example.

[1]  Holger Hermanns,et al.  Stochastic Process Algebras , 1995 .

[2]  Holger Hermanns,et al.  Formal Characterisation of Immediate Actions in SPA with Nondeterministic Branching , 1995, Comput. J..

[3]  B. R. Haverkort Matrix-geometric solution of infinite stochastic Petri nets , 1995, Proceedings of 1995 IEEE International Computer Performance and Dependability Symposium.

[4]  François Baccelli,et al.  Quantitative Methods in Parallel Systems , 1995, Esprit Basic Research Series.

[5]  Ram Chakka,et al.  Spectral Expansion Solution for a Class of Markov Models: Application and Comparison with the Matrix-Geometric Method , 1995, Perform. Evaluation.

[6]  Yixin Zhu,et al.  Markov-modulated queueing systems , 1989, Queueing Syst. Theory Appl..