Process Simulation Using Randomized Markov Chain and Truncated Marginal Distribution.

Alexey S. Rodionov Hyunseung Choo Hee Yong Youn

Published in: J. Supercomput. (2002)

Keyphrases

markov chain
monte carlo method
steady state
monte carlo simulation
random walk
markov model
monte carlo
stationary distribution
state space
transition probabilities
marginal distributions
probability distribution
markov chain monte carlo
machine learning
search algorithm
linear combination