Analytical computation of Markov chain using Padé approximations.

Hamidreza Amindavar James A. Ritcey Arun K. Somani

Published in: Comput. Oper. Res. (1994)

Keyphrases

markov chain
steady state
monte carlo
finite state
transition probabilities
markov process
monte carlo method
stationary distribution
random walk
monte carlo simulation
stochastic process
state space
markov model
transition matrix
em algorithm
state transition