The Uniformized Power method for transient solutions of Markov processes

In this paper, the authors address the problem of modelling fault-tolerant computing systems, i.e. systems which are able to recover from a non-operational state after a fault. Currently, the most widely used mathematical tools to model the behaviour of these systems are Markov processes. The quantitative evaluation of transient dependability measures requires the determination of the transient solution of the Markov processes. The authors present a new method that they call the Uniformized Power method and compare it with the Standard Uniformization method, from the points of view of time complexity and numerical precision.