Simulation of Markovian models using Bootstrap method

Ricardo M. Czekster, Paulo Fernandes, Afonso Sales, Dione Taschetto and Thais Webber

The 2010 Summer Computer Simulation Conference (SCSC 10)
Ottawa, Canada, July 11-14, 2010

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Summary

Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.

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