Correlation of Markov Chains Simulated in Parallel.
Paul GlassermanPirooz VakiliPublished in: WSC (1992)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- monte carlo simulation
- state space
- monte carlo
- stationary distribution
- markov process
- markov processes
- random walk
- stochastic process
- markov model
- probabilistic automata
- monte carlo method
- assemble to order systems
- queueing theory
- transition matrix
- confidence intervals
- single server
- random numbers
- genetic algorithm