Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Generalised stochastic"”.
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Symbolic techniques for the performance analysis of generalised stochastic petri nets
… timed transition systems, particularly those of Generalised Stochastic Petri Nets (GSPNs). We make use of symbolic methods, where states are represented implicitly rather than explicitly, primarily to conserve memory during the state space exploration process - a necessary step in the performance …
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Performance and Security Trade-offs in High-Speed Networks. An investigation into the performance and security modelling and evaluation of high-speed networks based on the quantitative analysis and experimentation of queueing networks and generalised stochastic Petri nets.
… are based on queueing networks (QNs) and generalised stochastic Petri nets (GSPNs). However, these models do not take into consideration Performance Engineering Principles (PEPs) and the adverse impact of traffic burstiness and security protocols on performance. The contributions of this …
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Generalised analytic queueing network models. The need, creation, development and validation of mathematical and computational tools for the construction of analytic queueing network models capturing more critical system behaviour.
… part verified by observation. The utility of the Generalised Exponential (GE) as a distribution parameterised by mean and variance is explored. Small networks of GE service centres can be solved exactly using methods proposed for Generalised Stochastic Petri Nets. For two centre. systems of GE …
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Trolle-Schwartz HJM interest rate model
… rate model prices interest rate derivatives in a generalised stochastic volatility framework. It is a reformulation of the multifactor Heath, Jarrow and Morton (1992) framework with stochastic volatility terms presented in an analogous fashion to the seminal Heston (1993) model. The Trolle and …
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Generalised Markovian analysis of timed transition systems
… using several high-level formalisms, including Generalised Stochastic Petri nets, queueing networks and Queueing Petri nets. A system modelled with one of these formalisms may be mapped onto a Markov chain through a process known as state space generation. The Markov chain thus generated can …
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Distributed analysis of Markov chains
… but common formal description techniques such as generalised stochastic Petri nets and queuing networks can generate these models. Tools for Markov chain analysis face the problem of state Spaces that are so large that they exceed the memory and processing power of a single workstation. This …
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Dynamic model-based safety analysis: from state machines to temporal fault trees
… need to be converted to analysis models like Generalised Stochastic Petri Nets (GSPNs), Markov Chains (MCs) or Fault Trees (FTs). This is particularly important if the transformed models are supported by safety analysis tools.This thesis, firstly, identifies a number of problems encountered in …