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Generating Markov-Chain Transitions Quickly: I.
Bennett L. Fox
Published in:
INFORMS J. Comput. (1990)
Keyphrases
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markov chain
steady state
state transition
transition probabilities
finite state
random walk
monte carlo
stationary distribution
markov process
monte carlo simulation
state space
monte carlo method
stochastic process
markov model
transition matrix
neural network
single server