Exact asymptotics for the stationary distribution of a Markov chain: a production model.
Ivo J. B. F. AdanRobert D. FoleyDavid R. McDonaldPublished in: Queueing Syst. Theory Appl. (2009)
Keyphrases
- markov chain
- stationary distribution
- markov process
- transition probabilities
- markov model
- steady state
- monte carlo simulation
- transition matrix
- random walk
- state dependent
- stochastic process
- product form
- queueing networks
- monte carlo
- finite state
- monte carlo method
- queue length
- probabilistic model
- markov models
- initial state
- machine learning
- probability distribution
- optimal solution
- state space
- sufficient conditions
- bayesian inference
- statistical model