Mean Passage Times and Nearly Uncoupled Markov Chains.
Refael HassinMoshe HavivPublished in: SIAM J. Discret. Math. (1992)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- monte carlo
- monte carlo method
- stochastic process
- markov process
- state space
- markov model
- stationary distribution
- markov processes
- random walk
- monte carlo simulation
- transition matrix
- assemble to order systems
- queueing networks
- higher order
- least squares