Computation of Steady-State Probabilities for Infinite-State Markov Chains with Repeating Rows.
Winfried K. GrassmannDaniel P. HeymanPublished in: INFORMS J. Comput. (1993)
Keyphrases
- steady state
- markov chain
- transition probabilities
- markov process
- monte carlo
- finite state
- random walk
- stationary distribution
- state space
- explicit expressions
- product form
- markov model
- operating conditions
- state dependent
- arrival rate
- stochastic process
- markov processes
- probability distribution
- steady states
- transition matrix
- importance sampling
- queue length
- service times
- probabilistic automata
- learning algorithm
- conditional probabilities
- fluid model
- arrival process
- variance estimator
- special case