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PROFORMA: Product Forms for Markovian Analysis

Staff
Prof. Peter Harrison
Dr Ashok Argent-Katwala
Dr Maria Vigliotti
EPSRC project GR/S45140/01
Started in November 2003
Completed in October 2004
Funded value
£49,079

The project builds upon the fundamental theorem called RCAT (Reversed Compound Agent Theorem) which facilitates construction of the equilibrium state probabilities of certain Markov chains in product-form -- without requiring the solution of balance equations. The deliverables of the project will include a new classification of Markov chains with product-form in terms of simple conditions relating to the interactions between components; algorithms to detect such chains and provide their steady state solution; conditions delimiting the boundaries of these classes; and, possibly, conditions for ergodicity. From these it should be possible to develop a tool-kit for providing new product-forms from specifications, whilst unifying and essentially subsuming the majority of existing results.