Development of Cumulant-Based Analysis for the Transient Analysis of Stochastic Systems

Abstract

This final performance report describes key developments made in the theoretical and applied aspects of using moment closure methods in the analysis of large scale stochastic networks. Areas of primary development include: 1) the creation of a self-contained Mathematica(copyright) package with a user's manual that provides moment closure approximations for large stochastic networks; 2) the development of analytical procedures to check for network stability; 3) the development of an optimal truncation policy based on the maximal order of polynomial intensity (rate) functions for the network; 4) a conceptual correlation measure of the error between the accuracy of moment closure approximations and the traffic intensity of the network; and 5) the application of moment closure methods to the sortie generation process.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2004
Accession Number
ADA433527

Entities

People

  • Jeffrey P. Kharoufeh
  • Timothy I. Matis

Organizations

  • New Mexico State University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Accuracy
  • Air Force
  • Aircraft Equipment
  • Aircrafts
  • Computational Science
  • Demographic Cohorts
  • Differential Equations
  • Eigenvalues
  • Errors
  • Maintenance
  • Markov Processes
  • Mathematical Models
  • Military Aircraft
  • Operational Readiness
  • Partial Differential Equations
  • Random Variables
  • Statistical Distributions

Readers

  • Computer Networking
  • Software Engineering
  • Statistical inference.