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Reports (Research Report) Year : 2006

Perfect simulation of stochastic hybrid systems with an application to peer to peer systems

Bruno Gaujal
Florence Perronnin
Remi Bertin
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Abstract

In this paper we present a rather general hybrid system made of deterministic differential equations and random discrete jumps. We then show how to construct a simulation of such a stochastic hybrid system that provides perfect samples of its asymptotic behavior. The applicability of the method is illustrated by showing how this framework can be used to model the Squirrel peer to peer system and by reporting a simulation study based on this approach. This paper provides both a general framework on how to carry simulation based experimental studies of large and complex hybrid systems and its application in the Squirrel model demonstrating how versatile and powerful this approach can be over a typical example.
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Dates and versions

inria-00112086 , version 1 (07-11-2006)
inria-00112086 , version 2 (14-11-2006)

Identifiers

  • HAL Id : inria-00112086 , version 2

Cite

Bruno Gaujal, Florence Perronnin, Remi Bertin. Perfect simulation of stochastic hybrid systems with an application to peer to peer systems. [Research Report] RR-6019, INRIA. 2006, pp.27. ⟨inria-00112086v2⟩
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