A New Iterative Method for Solving Large-Scale Markov Chains.

Abderezak Touzene

Published in: MMB (1995)

Keyphrases

markov chain
steady state
transition probabilities
finite state
monte carlo simulation
random walk
markov model
monte carlo
state space
markov processes
markov process
stationary distribution
stochastic process
probabilistic automata
monte carlo method
transition matrix
sample path
random numbers