Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization.
André da Motta Salles BarretoMarcelo D. FragosoPublished in: SIAM J. Matrix Anal. Appl. (2011)
Keyphrases
- stationary distribution
- markov chain
- stochastic process
- monte carlo
- state dependent
- markov process
- steady state
- random walk
- transition probabilities
- product form
- monte carlo method
- finite state
- state space
- markov model
- pairwise
- transition matrix
- queueing networks
- sufficient conditions
- stochastic processes
- queue length
- finite number
- parameter estimation