Accelerated Accuracy in the Simulation of Markov Chains.
George S. FishmanPublished in: Oper. Res. (1983)
Keyphrases
- markov chain
- monte carlo method
- monte carlo simulation
- finite state
- steady state
- markov process
- stationary distribution
- transition probabilities
- state space
- markov processes
- monte carlo
- random walk
- markov model
- stochastic process
- transition matrix
- probabilistic automata
- confidence intervals
- dynamic programming
- sample path
- random numbers