| Presentation | 2009-05-29 準モンテカルロ法を用いた非定常マルコフ連鎖のシミュレーションに関する考察(ソフトウェアの信頼性,信頼性理論,信頼性一般) Kenta YAMANA, Hiroyuki OKAMURA, Tadashi DOHI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This paper discusses the quasi-Monte Carlo (QMC) method for non-homogeneous Markov chians (NHMCs). The QMC method is well known as a faster method than the conventional Monte Calro (MC) method in terms of simulation speed to compute quantitative measures in the perforamcne evaluation. However, concrete procedures of the QMC method should be developed for each of underlying stochastic models, since the QMC applies low-discrepancy sequences which are different from pseudo-random numbers. In this paper, we propose a generalized procedure of the QMC method for NHMCs. In addition, we examine the effeciciency of QMC in the NHMC simulation through a call center model. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | non-homogeneous Markov chain / Monte-Carlo simulation / quasi-Monte Carlo method / discretization |
| Paper # | R2009-13 |
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| Conference Information | |
| Committee | R |
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| Conference Date | 2009/5/22(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Reliability(R) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | |
| Sub Title (in English) | |
| Keyword(1) | non-homogeneous Markov chain |
| Keyword(2) | Monte-Carlo simulation |
| Keyword(3) | quasi-Monte Carlo method |
| Keyword(4) | discretization |
| 1st Author's Name | Kenta YAMANA |
| 1st Author's Affiliation | () |
| 2nd Author's Name | Hiroyuki OKAMURA |
| 2nd Author's Affiliation | Department of Information Engineering, Graduate School of Engineering, Hiroshima University |
| 3rd Author's Name | Tadashi DOHI |
| 3rd Author's Affiliation | Department of Information Engineering, Graduate School of Engineering, Hiroshima University |
| Date | 2009-05-29 |
| Paper # | R2009-13 |
| Volume (vol) | vol.109 |
| Number (no) | 67 |
| Page | pp.pp.- |
| #Pages | 6 |
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