Recursively Accelerated Multilevel Aggregation for Markov Chains.
Hans De SterckKillian MillerGeoffrey SandersManda WinlawPublished in: SIAM J. Sci. Comput. (2010)
Keyphrases
- markov chain
- steady state
- transition probabilities
- markov process
- random walk
- finite state
- monte carlo
- stochastic process
- state space
- stationary distribution
- monte carlo method
- markov model
- markov processes
- monte carlo simulation
- probabilistic automata
- transition matrix
- sample path
- assemble to order systems
- single server
- maximum likelihood
- least squares
- random numbers
- probabilistic model
- search space
- learning algorithm