Strong stationary duality for Möbius monotone Markov chains.
Pawel LorekRyszard SzekliPublished in: Queueing Syst. Theory Appl. (2012)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- markov model
- state space
- random walk
- monte carlo
- markov processes
- non stationary
- markov process
- stochastic process
- transition matrix
- stationary distribution
- probabilistic automata
- linear programming
- monte carlo simulation
- monte carlo method
- sample path
- queueing theory
- single server
- confidence intervals
- mutual information
- upper bound