Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case.

Attahiru Sule Alfa Barbara Haas Margolius

Published in: Ann. Oper. Res. (2008)

Keyphrases

markov chain
steady state
finite state
markov processes
transition probabilities
stationary distribution
monte carlo
probabilistic automata
state space
monte carlo simulation
markov model
markov process
random numbers
random walk
monte carlo method
transition matrix