On fast aggregation of Markov chain functionals using stochastic complementation.
Kutluyil DogançayVikram KrishnamurthyPublished in: Signal Process. (1999)
Keyphrases
- markov chain
- stochastic process
- markov processes
- monte carlo
- sample path
- steady state
- state transition
- monte carlo method
- finite state
- transition probabilities
- markov process
- stationary distribution
- monte carlo simulation
- state space
- higher order
- markov model
- random walk
- special case
- transition matrix
- markov chain monte carlo
- algo rithm
- neural network
- gibbs sampling
- stochastic model
- queueing networks
- search algorithm
- genetic algorithm