Iterative component-wise bounds for the steady-state distribution of a Markov chain.
Ana BusicJean-Michel FourneauPublished in: Numer. Linear Algebra Appl. (2011)
Keyphrases
- steady state
- markov chain
- product form
- stationary distribution
- transition probabilities
- queueing model
- service times
- queue length
- large deviations
- markov process
- queue size
- finite state
- single server queue
- monte carlo
- state dependent
- stochastic process
- random walk
- monte carlo method
- arrival process
- state space
- markov processes
- markov model
- monte carlo simulation
- confidence intervals
- queueing networks
- importance sampling
- steady states
- arrival rate
- queueing systems
- traffic intensity
- probability distribution
- transition matrix