Computing Expected Transition Events in Reducible Markov Chains.
Brian D. EwaldJeffrey HumpherysJeremy M. WestPublished in: SIAM J. Matrix Anal. Appl. (2009)
Keyphrases
- markov chain
- steady state
- markov process
- finite state
- state transition
- transition probabilities
- random walk
- stationary distribution
- monte carlo
- stochastic process
- markov processes
- state space
- probabilistic automata
- monte carlo simulation
- markov model
- transition matrix
- assemble to order systems
- queueing theory
- confidence intervals
- finite automata
- monte carlo method
- higher order
- search algorithm
- web pages