On-the-Fly Adaptive Smoothed Aggregation Multigrid for Markov Chains.
Eran TreisterIrad YavnehPublished in: SIAM J. Sci. Comput. (2011)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- random walk
- markov process
- monte carlo
- monte carlo method
- state space
- transition probabilities
- stationary distribution
- markov model
- stochastic process
- probabilistic automata
- image analysis
- monte carlo simulation
- transition matrix
- single server
- machine learning
- queueing theory
- assemble to order systems
- random numbers
- sample path
- finite automata
- uniformly distributed
- non stationary
- least squares