Correlation of Markov Chains Simulated in Parallel.

Paul Glasserman Pirooz Vakili

Published 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