Sensitivity of the Stationary Distribution of a Markov Chain.

Carl Dean Meyer

Published in: SIAM J. Matrix Anal. Appl. (1994)

Keyphrases

stationary distribution
markov chain
markov process
steady state
transition probabilities
product form
finite state
monte carlo
random walk
state dependent
markov model
state space
monte carlo method
stochastic process
queue length
queueing networks
initial state
statistical model