Login / Signup
A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis.
Alex Infanger
Peter W. Glynn
Published in:
Oper. Res. Lett. (2024)
Keyphrases
</>
markov chain
error bounds
linear systems
steady state
monte carlo
markov model
stationary distribution
theoretical analysis
finite state
transition probabilities
monte carlo simulation
markov process
monte carlo method
state space
state transition
random walk
transition matrix