A characterization of exponential functionals in finite Markov chains.
Rolando Cavazos-CadenaDaniel Hernández-HernándezPublished in: Math. Methods Oper. Res. (2004)
Keyphrases
- markov chain
- steady state
- markov process
- transition probabilities
- finite state
- monte carlo
- probabilistic automata
- random walk
- state space
- finite automata
- stationary distribution
- markov processes
- markov model
- special case
- finite number
- higher order
- monte carlo method
- monte carlo simulation
- transition matrix
- stochastic process
- assemble to order systems
- confidence intervals
- information theory
- machine learning
- queueing theory