Generating Markov-Chain Transitions Quickly: II.

Bennett L. Fox Andrew R. Young

Published in: INFORMS J. Comput. (1991)

Keyphrases

markov chain
steady state
state transition
finite state
transition probabilities
monte carlo
stationary distribution
markov process
monte carlo simulation
monte carlo method
random walk
markov model
stochastic process
state space
transition matrix
statistical model