Accession Number:

ADA433527

Title:

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

Descriptive Note:

Final rept., 1 Jun 2003-31 Nov 2004

Corporate Author:

NEW MEXICO STATE UNIV LAS CRUCES

Report Date:

2004-01-01

Pagination or Media Count:

51.0

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 Mathematicacopyright package with a users 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.

Subject Categories:

  • Operations Research
  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE