Overcoming Instability In Computing The Fundamental Matrix For A Markov Chain.
Daniel P. HeymanDianne P. O'LearyPublished in: SIAM J. Matrix Anal. Appl. (1998)
Keyphrases
- markov chain
- steady state
- random walk
- transition probabilities
- finite state
- monte carlo
- markov process
- monte carlo method
- state space
- transition matrix
- stochastic process
- markov model
- stationary distribution
- monte carlo simulation
- state transition
- single server
- mathematical models
- sufficient conditions
- hidden markov models