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Stochastic Modelling

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Book Chapters
Journal Articles
Journal Special Issue Articles
Electronic Journal Article
Conference and Workshop Papers
Proceedings Edited
Position Paper
National Workshop Papers
PhD Theses
Technical Reports
Posters
Undergraduate projects
BibTeX

Book Chapters

GPA - A multiformalism, multisolution approach to efficient analysis of large scale population models: Jeremy T. Bradley, Marcel C. Guenther, Richard Hayden, Anton Stefanek; Theory and Application of Multi-Formalism Modeling; IGI Global; To appear 2013
Scalable Stochastic Modelling for Resilience: Jeremy T. Bradley, Lucia Cloth, Richard Hayden, Leïla Kloul, Philipp Reinecke, Markus Siegle, Nigel Thomas, Katinka Wolter; Resilience Assessment and Evaluation of Computing Systems; Springer; June, 2012
Modelling a Grid Market Economy: Fernando Martinez Ortuno, Uli Harder, Peter G. Harrison; Performance Models and Risk Management in Communication Systems; Springer; 2010
Performance Trees: A Query Specification Formalism for Quantitative Performance Analysis: William J. Knottenbelt, Nicholas J. Dingle, Tamas Suto; Parallel, Distributed and Grid Computing for Engineering; Volume 21, pp.165–198; Computational Science, Engineering and Technology, Saxe-Coburg Publications; April, 2009
Modelling tools and techniques for the performance analysis of wireless protocols: Ashok Argent-Katwala, Jeremy T. Bradley, Nil Geisweiller, Stephen Gilmore, Nigel Thomas; Advances in Wireless Networks: Performance Modelling, Analysis and Enhancement; Issue 1; Nova Science Publishers, Inc; October, 2007
Tackling Large State Spaces in Performance Modelling: William J. Knottenbelt, Jeremy T. Bradley; Formal Methods for Performance Evaluation; Volume 4486, pp.318–370; Lecture Notes in Computer Science, Springer; June, 2007
Response Time Densities and Quantiles in Large Markov and Semi-Markov Models: Jeremy T. Bradley, Nicholas J. Dingle, Uli Harder, Peter G. Harrison, William J. Knottenbelt; Performance Evaluation of Parallel, Distributed and Emergent Systems; Volume 1, pp.3–41; Nova Science Publishers, Inc; 2006

Journal Articles

Database System Performance Evaluation Models: A Survey: Rasha Osman, William J. Knottenbelt; Performance Evaluation; Elsevier; 2012
A common-opponent stochastic model for predicting the outcome of professional tennis matches: William J. Knottenbelt, Demetris Spanias, Agnieszka M. Madurska; Computers & Mathematics with Applications. An InternationalJournal; Elsevier; 2012
Analysis of stochastic Petri nets with signals: Andrea Marin, Simonetta Balsamoa, Peter G. Harrison; Performance Evaluation; July, 2012
Fluid computation of the performance-energy trade-off in large scale Markov models: Anton Stefanek, Richard Hayden, Jeremy T. Bradley; SIGMETRICS Performance Evaluation Review; December, 2011
Performance specification and evaluation with Unified Stochastic Probes and fluid analysis: Richard Hayden, Jeremy T. Bradley, Allan Clark; IEEE Transactions on Software Engineering; IEEE Computer Society; December, 2011
Invited Response to Computer Journal Lecture by Prof. Jane Hillston: Jeremy T. Bradley, Nigel Thomas, Richard Hayden, Anton Stefanek; The Computer Journal; Oxford Journals; November, 2011
Passage-time Computation and Aggregation Strategies for Large Semi-Markov Processes: Marcel C. Guenther, Nicholas J. Dingle, Jeremy T. Bradley, William J. Knottenbelt; Performance Evaluation; Volume 68, Issue 3, pp.211–236; Elsevier; March, 2011
A generalized method of moments for closed queueing networks: Giuliano Casale; Performance Evaluation; Volume 68, Issue 2, pp.180–200; Springer; February, 2011
A fluid analysis framework for a Markovian process algebra: Richard Hayden, Jeremy T. Bradley; Theoretical Computer Science; Volume 411, Issues 22–24, pp.2260–2297; Elsevier; May, 2010
Evaluating fluid semantics for passive stochastic process algebra cooperation: Richard Hayden, Jeremy T. Bradley; Performance Evaluation; Volume 67, Issue 4, pp.260–284; Elsevier; April, 2010
Product-forms and functional rates: Peter G. Harrison; Performance Evaluation; Volume 66, Issue 11, pp.660–663; Elsevier; November, 2009
Turning back time - what impact on performance?: Peter G. Harrison; The Computer Journal; Oxford Journals; April, 2009
Probabilistic Mobile Ambients: Marta Z. Kwiatkowska, Gethin Norman, David Parker, Maria Vigliotti; Volume 410, Issues 12–13, pp.1272–1309; Theoretical Computer Science, Elsevier; 2009
Analysing distributed Internet worm attacks using continuous state-space approximation of process algebra models: Jeremy T. Bradley, Stephen Gilmore, Jane Hillston; Journal of Computer and System Sciences; Volume 74, Issue 6, pp.1013–1032; Elsevier; September, 2008
Efficient computation of passage time densities and distributions in Markov chains using Laguerre method: Harini Kulatunga, William J. Knottenbelt; Electronics Letters; Volume 44, Issue 15; The Institution of Engineering and Technology; July, 2008
Queueing models of RAID systems with maxima of waiting times: Peter G. Harrison, Soraya Zertal; Performance Evaluation; Volume 64, Issues 7–8, pp.664–689; Elsevier; August, 2007
Distributed Computation of Transient State Distributions and Passage Time Quantiles in Large Semi-Markov Models: Jeremy T. Bradley, Nicholas J. Dingle, Peter G. Harrison, William J. Knottenbelt; Future Generation Computer Systems; Volume 22, Issue 7, pp.828–837; Elsevier; August, 2006

Journal Special Issue Articles

Product-form approximation of queueing networks with phase-type service: Giuliano Casale, Peter G. Harrison, Maria Vigliotti; SIGMETRICS Performance Evaluation Review; Volume 39, Issue 4, p.36; April, 2012
Response Time Distribution of Flash Memory Accesses: Peter G. Harrison, Naresh M. Patel, Soraya Zertal; Performance Evaluation; Volume 67, Issue 4, pp.248–259; Elsevier; 2010
A unified approach to modelling the performance of concurrent systems.: Peter G. Harrison, Catalina Lladó, Ramon Puigjaner; Simulation Modelling Practice and Theory; Volume 17, Issue 9, pp.1445–1456; Elsevier; October, 2009
PIPE2: A Tool for the Performance Evaluation of Generalised Stochastic Petri Nets: Nicholas J. Dingle, William J. Knottenbelt, Tamas Suto; Special Issue on Tools for Computer Performance Modelling and Reliability Analysis; Volume 36, Issue 4, pp.34–39; ACM SIGMETRICS Performance Evaluation Review, ACM Press; March, 2009
An Approximate Compositional Approach to the Analysis of Fluid Queue Networks: A. J. Field, Peter G. Harrison; Performance Evaluation; Volume 64, Issues 9–12, pp.1137–1152; Elsevier; October, 2007

Electronic Journal Article

Automated Customer-Centric Performance Analysis of Generalised Stochastic Petri Nets Using Tagged Tokens: Nicholas J. Dingle, William J. Knottenbelt; Volume 232, pp.75–88; Electronic Notes in Theoretical Computer Science; March, 2009

Conference and Workshop Papers

Analysing and Predicting Patient Arrival Times in Hospitals using Hidden Markov Models: Tiberiu Chis, Peter G. Harrison; 28th International Symposium on Computer and Information Sciences (ISCIS '13); Lecture Notes in Engineering and Computer Science, Springer; To appear October, 2013
iSWoM: The incremental Storage Workload Model using Hidden Markov Models: Tiberiu Chis, Peter G. Harrison; 20th International Conference on Analytical and Stochastic Modelling Techniques and Applications (ASMTA '13); Lecture Notes in Computer Science, Springer; To appear July, 2013
Journey data based arrival forecasting for bicycle hire schemes: Marcel C. Guenther, Jeremy T. Bradley; 20th International Conference on Analytical & Stochastic Modelling Techniques & Applications (ASTMA'13); Lecture Notes in Computer Science, Springer; To appear 2013
Mean-field Analysis of Data Flows in Wireless Sensor Networks: Marcel C. Guenther, Jeremy T. Bradley; ICPE'13: Fourth Joint WOSP/SIPEW International Conference on Performance Engineering; 2013
Deriving the rate equations characterising product-form models and application to propagating synchronisations: Peter G. Harrison, Andrea Marin; 6th International Conference on Performance Evaluation Methodologies and Tools (VALUETOOLS 2012); IEEE; October, 2012
Collecting battery data with Open Battery: Gareth Jones, Peter G. Harrison; Imperial College Computing Student Workshop (ICCSW 2012); Schloss Dagstuhl; September, 2012
Incremental HMM with an improved Baum-Welch Algorithm: Tiberiu Chis, Peter G. Harrison; September, 2012
Mean field for performance models with deterministically-timed transitions: Richard Hayden; 9th International Conference on Quantitative Evaluation of Systems (QEST 2012); 2012
Moment closures for performance models with highly non-linear rates: Marcel C. Guenther, Anton Stefanek, Jeremy T. Bradley; EPEW 2012, 9th European Performance Engineering Workshop; 2012
Controlling Variability in Split-Merge Systems: Iryna Tsimashenka, William J. Knottenbelt, Peter G. Harrison; Analytical and Stochastic Modeling Techniques and Applications (ASMTA 2012); Springer; June, 2012
Mean-field analysis of Markov models with reward feedback: Anton Stefanek, Richard Hayden, Marc Mac Gonagle, Jeremy T. Bradley; ASMTA 2012, 19th International Conference on Analytic and Stochastic Modelling Techniques and Applications; Lecture Notes in Computer Science, Springer Verlag; 2012
Automatic Synchronisation Detection in Petri Net Performance Models Derived from Location Tracking Data: Nikolas Anastasiou, William J. Knottenbelt, Andrea Marin; 8th European Performance Engineering Workshop (EPEW 2011); October, 2011
Higher moment analysis of a spatial stochastic process algebra: Marcel C. Guenther, Jeremy T. Bradley; EPEW 2011, 8th European Performance Engineering Workshop; Volume 6977, pp.87–101; Lecture Notes in Computer Science, Springer; October, 2011
Fluid Queue Models of Battery Life: Gareth Jones, Peter G. Harrison, Uli Harder, A. J. Field; IEEE 19th International Symposium on Modelling, Analysis & Simulation of Computer and Telecommunication Systems (MASCOTS 2011); July, 2011
State-dependent rates and semi-product-form via the reversed process: Nigel Thomas, Peter G. Harrison; European Performance Engineering Workshop (EPEW 2010); Lecture Notes in Computer Science, Springer-Verlag; September, 2010
A Unifying Approach to Product-forms in Networks with Finite Capacity Constraints: Simonetta Balsamo, Peter G. Harrison, Andrea Marin; ACM Sigmetrics 2010; pp.25–36; ACM SIGMETRICS Performance Evaluation Review, ACM; June, 2010
A general result for deriving product-form solutions in Markovian models: Andrea Marin, Maria Vigliotti; First Joint WOSP/SIPEW International; ACM International Conference Proceedings, ACM; 2010
Shared Transaction Markov Chains for Fluid Analysis of Massively Parallel Systems: Richard Hayden, Jeremy T. Bradley; MASCOTS '09, 17th Annual Meeting of the IEEE International Symposium on Modelling, Analysis and Simulation of Computer and Telecommunication Systems; IEEE Computer Society; September, 2009
Fluid semantics for passive stochastic process algebra cooperation: Richard Hayden, Jeremy T. Bradley; VALUETOOLS'08, 3rd International Conference on Performance Evaluation Methodologies and Tools; ACM; October, 2008
Safety and Response-Time Analysis of an Automotive Accident Assistance Service: Ashok Argent-Katwala, Allan Clark, Howard Foster, Stephen Gilmore, Philip Mayer, Mirco Tribastone; ISOLA'08, 3rd International Symposium on Leveraging Applications of Formal Methods, Verification and Validation; Volume 17, Issue 6, pp.191–205; Communications in Computer and Information Science, Springer; October, 2008
A Parallel and Distributed Analysis Pipeline for Performance Tree Evaluation: Darren K. Brien, Nicholas J. Dingle, William J. Knottenbelt, Harini Kulatunga, Tamas Suto; QEST'08, 5th International Conference on the Quantitative Evaluation of Systems; pp.237–238; IEEE Computer Society; September, 2008
Automated Customer-Centric Performance Analysis of Generalised Stochastic Petri Nets Using Tagged Tokens: Nicholas J. Dingle, William J. Knottenbelt; Third International Workshop on Practical Applications of Stochastic Modelling (PASM'08), Palma de Mallorca, Spain; September, 2008
A Response Time Distribution Model for Zoned RAID: Abigail Lebrecht, Nicholas J. Dingle, William J. Knottenbelt; The 15th International Conference on Analytical and Stochastic Modelling Techniques and Applications (ASMTA '08); pp.144–157; Lecture Notes in Computer Science; June, 2008
Extracting Response Times from Fluid Analysis of Performance Models: Jeremy T. Bradley, Richard Hayden, William J. Knottenbelt, Tamas Suto; SIPEW'08, SPEC International Performance Evaluation Workshop, Darmstadt, 27-28 June 2008; Volume 5119, pp.29–43; Lecture Notes in Computer Science, Springer; June, 2008
Performance Trees: Implementation And Distributed Evaluation: Darren K. Brien, Nicholas J. Dingle, William J. Knottenbelt, Harini Kulatunga, Tamas Suto; PDMC'08, 7th International Workshop on Parallel and Distributed Methods in Verification; March, 2008
Continuous PEPA Queues: Individual behaviour in continuous queueing networks: Ashok Argent-Katwala, Jeremy T. Bradley; VALUETOOLS'07, 2nd International Conference on Performance Evaluation Methodologies and Tools, Nantes, 23-25 October 2007; Issue 54; ACM Press; November, 2007
Location-Aware Quality of Service Measurements for Service-Level Agreements: Ashok Argent-Katwala, Jeremy T. Bradley, Allan Clark, Stephen Gilmore; TGC'07, Trustworthy Global Computing; Volume 4912, pp.222–239; Lecture Notes in Computer Science, Springer; November, 2007
PEPA Queues: Capturing customer behaviour in queueing networks: Ashok Argent-Katwala, Jeremy T. Bradley; QAPL'07, 5th Workshop on Quantitative Aspects of Programming Languages; Volume 190, Issue 3, pp.3–25; Electronic Notes in Theoretical Computer Science, Elsevier; September, 2007
Performance Trees: Expressiveness And Quantitative Semantics: Tamas Suto, Jeremy T. Bradley, William J. Knottenbelt; QEST'07, 4th International Conference on the Quantitative Evaluation of Systems; pp.41–50; IEEE Computer Society; September, 2007
Allocating QoS-Constrained Workflow-Based Jobs in a Multi-cluster Grid Through Queueing Theory Approach: Yash Patel, John Darlington; Parallel and Distributed Processing and Applications, 4th International Symposium, ISPA 2006; pp.499–510; 2006
Automated product-forms with Meercat: Ashok Argent-Katwala; SMCtools 2006, Tools for solving Structured Markov Chains; Volume 201, Issue 10; ACM International Conference Proceedings, ACM; October, 2006
Performance Trees: A New Approach To Quantitative Performance Specification: Tamas Suto, Jeremy T. Bradley, William J. Knottenbelt; MASCOTS'06, 14th International Symposium on Modelling, Analysis, and Simulation of Computer and Telecommunication Systems; pp.303–313; IEEE Computer Society; September, 2006
Expanding The Boundaries Of Performance Requirement Representation With Performance Trees: Tamas Suto; PASTA'06, 5th Workshop on Process Algebra and Stochastically Timed Activities; Imperial College London, Department of Computing; June, 2006
Functional Performance Specification with Stochastic Probes: Ashok Argent-Katwala, Jeremy T. Bradley; EPEW'06, 3rd European Performance Evaluation Workshop; Volume 4054, pp.31–46; Lecture Notes in Computer Science, Springer; June, 2006
GRAIL: Grid-Enabled Performance Analysis Using Stochastic Logics: Tamas Suto; PASTA'05, 4th Workshop on Process Algebra and Stochastically Timed Activities; University of Edinburgh; September, 2005
Expressing Performance Requirements using Regular Expressions to specify Stochastic Probes over Process Algebra Models: Ashok Argent-Katwala, Jeremy T. Bradley, Nicholas J. Dingle; WOSP'04, 4th International Workshop on Software and Performance; Volume 29, Issue 1, pp.49–58; ACM SIGSOFT Software Engineering Notes, ACM; January, 2004
HYDRA: HYpergraph-based Distributed Response-time Analyser: Nicholas J. Dingle, Peter G. Harrison, William J. Knottenbelt; International Conference on Parallel and Distributed Processing Techniques and Applications (PDPTA 2003); pp.215–219; June, 2003

Proceedings Edited

Proceedings of UKPEW 2008, 24th Annual UK Performance Engineering Workshop: Ashok Argent-Katwala, Nicholas J. Dingle, Uli Harder; UKPEW 2008, UK Performance Engineering Workshop. 3-4 July 2008, Imperial College London; UKPEW; July, 2008

Position Paper

Research Challenges in Future Health Care Systems: Harini Kulatunga; eHealth 2008 - Electronic healthcare for the 21st century; ICST Lecture Notes, Springer; September, 2008

National Workshop Papers

PCTMC models of Wireless Sensor Network protocols: Marcel C. Guenther, Jeremy T. Bradley; UKPEW'12, 28th UK Performance Engineering Workshop; 2012
Using Fluid Queues to Model Energy Storage and Distribution: Gareth Jones, Peter G. Harrison; Imperial College Energy and Performance Colloquium (ICEP); May, 2012
MASSPA-Modeller: A Spatial Stochastic Process Algebra modelling tool: Marcel C. Guenther, Jeremy T. Bradley; Imperial College Computing Student Workshop (ICCSW); September, 2011
Normal and inhomogeneous moment closures for stochastic process algebras: Anton Stefanek, Marcel C. Guenther, Jeremy T. Bradley; 10th Workshop on Process Algebra and Stochastically Timed Activities 2011 (PASTA'11); September, 2011
Toward efficient parameter sweeping and optimisation of fluid performance models by Taylor-model based symbolic numerical integration: Richard Hayden; 10th Workshop on Process Algebra and Stochastically Timed Activities (PASTA 2011); September, 2011
Convergence of ODE approximations and bounds on performance models in the steady-state: Richard Hayden; 9th Workshop on Process Algebra and Stochastically Timed Activities (PASTA 2010); September, 2010
Hybrid analysis of large scale PEPA models: Anton Stefanek, Richard Hayden, Jeremy T. Bradley; 9th Workshop on Process Algebra and Stochastically Timed Activities (PASTA 2010); September, 2010
A Stochastic Calculus Model for the Spot Price of Computing Power: Fernando Martinez Ortuno, Uli Harder; UKPEW 2010; July, 2010
GPA - Tool for rapid analysis of very large scale PEPA models: Anton Stefanek, Richard Hayden, Jeremy T. Bradley; UKPEW'10, 26th UK Performance Engineering Workshop. 7-8th July, University of Warwick; pp.91–101; University of Warwick; July, 2010
Extracting Fluid Response times from PEPA models: Jeremy T. Bradley, Richard Hayden, William J. Knottenbelt, Tamas Suto; PASTA'08, 7th Workshop on Process Algebra and Stochastically Timed Activities; July, 2008
ODE-based general moment approximations for PEPA: Richard Hayden, Jeremy T. Bradley; PASTA'08, 7th Workshop on Process Algebra and Stochastically Timed Activities; July, 2008
A peer-to-peer Market for Grid Computing: Uli Harder; 6th Workshop on Process Algebra and Stochastically Timed Activities; pp.105–109; July, 2007
Fluid-flow solutions in PEPA to the state space explosion problem: Richard Hayden, Jeremy T. Bradley; PASTA 2007, 6th Workshop on Process Algebra and Stochastically Timed Activities; pp.25–37; July, 2007
A Continuous State Space Approximation for PEPA Queues: Ashok Argent-Katwala, Jeremy T. Bradley; Process Algebra and Stochastically Timed Activities 2006; June, 2006
PEPA queues: Ashok Argent-Katwala; Process Algebra and Stochastically Timed Activities 2005; September, 2005
Performance modelling in the pub - speculative computation and dynamic pricing: Ashok Argent-Katwala; UK Performance Evaluation Workshop 2002, University of Glasgow; July, 2002

PhD Theses

Scalable Performance Analysis of Massively Parallel Stochastic Systems: Richard Hayden; Imperial College London; April, 2011
Queueing network models of Zoned RAID system performance: Abigail Lebrecht; Imperial College London; January, 2010
Performance Trees: A Query Specification Formalism for Quantitative Performance Analysis: Tamas Suto; Imperial College London, Department of Computing; August, 2008
A compositional, collaborative performance pipeline: Ashok Argent-Katwala; Department of Computing, Imperial College London, University of London; November, 2006

Technical Reports

Capturing the energy-performance trade-off in virtualised computing models: Anton Stefanek, Richard Hayden, Jeremy T. Bradley; Dept of Computing, Imperial College London; 2011
Shared Transaction Markov Chains for Fluid Analysis of Massively Parallel Systems (extended version): Imperial College London; June, 2009
RCAT: From PEPA to Product form: Jeremy T. Bradley; Department of Computing, Imperial College London; Volume 2007, Issue 2, pp.1–8; March, 2007

Posters

Fluid Queue Models of Renewable Energy Storage: Gareth Jones, Peter G. Harrison, Uli Harder, A. J. Field; 6th International Conference on Performance Evaluation Methodologies and Tools (VALUETOOLS 2012); October, 2012
Mean-field performance analysis of a hazard detection Wireless Sensor Network: Marcel C. Guenther, Jeremy T. Bradley; VALUETOOLS'12; 2012
Large spatial performance models: Think global, Analyse local!: Marcel C. Guenther, Jeremy T. Bradley; Graduate School Summer Research Symposium 2012; July, 2012

Undergraduate projects

Hidden Markov Models: Applications to Flash Memory data and Hospital Arrival times: Tiberiu Chis; Department of Computing, Imperial College London; June, 2011
Aggregation and Numerical Techniques for Passage-Time Calculations in Large Semi-Markov Models: Marcel C. Guenther; Imperial College London; Distinguished project; July, 2009
Addressing the state space explosion problem for PEPA models through fluid-flow approximation: Richard Hayden; Imperial College London; Distinguished project; July, 2007

BibTeX file for these publications

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