Accelerated Convergence in the Simulation of Countably Infinite State Markov Chains.
George S. FishmanPublished in: Oper. Res. (1983)
Keyphrases
- markov chain
- monte carlo method
- steady state
- finite state
- transition probabilities
- monte carlo simulation
- monte carlo
- random walk
- stationary distribution
- markov processes
- markov model
- markov process
- probabilistic automata
- state space
- stochastic process
- transition matrix
- assemble to order systems
- sample path
- queueing theory
- random numbers
- sufficient conditions
- query language
- genetic algorithm