Technical Note - Mean Drifts and the Non-Ergodicity of Markov Chains.

Linn I. Sennott Pierre A. Humblet Richard L. Tweedie

Published in: Oper. Res. (1983)

Keyphrases

markov chain
stationary distribution
steady state
markov process
finite state
transition probabilities
stochastic process
monte carlo
monte carlo method
random walk
markov model
state space
monte carlo simulation
markov processes
sample path
transition matrix
confidence intervals
assemble to order systems