simulation of markovian models using bootstrap method
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.
markovian models bootstrap method discrete event simulation