A Fast Transformation of Markov Chains and Their Respective Steady-State Probability Distributions.
Reinaldo A. Vallejos C.José M. Martínez V.Published in: Comput. J. (2014)
Keyphrases
- steady state
- markov chain
- probability distribution
- transition probabilities
- finite state
- markov process
- markov model
- random walk
- stationary distribution
- monte carlo
- operating conditions
- state space
- random variables
- product form
- explicit expressions
- arrival rate
- markov processes
- transition matrix
- stochastic process
- bayesian networks
- queue length
- state dependent
- importance sampling
- queueing networks
- service times
- heavy traffic
- arrival process
- probabilistic automata
- steady states
- marginal distributions
- genetic regulatory networks
- queue size
- markov chain monte carlo
- variance estimator