Some Improvements for the Computation of the Steady-State Distribution of a Markov Chain by Monotone Sequences of Vectors.
Jean-Michel FourneauFranck QuessettePublished in: ASMTA (2012)
Keyphrases
- steady state
- markov chain
- product form
- transition probabilities
- stationary distribution
- queueing model
- queue size
- finite state
- service times
- arrival process
- markov model
- state space
- stochastic process
- monte carlo
- queue length
- markov process
- confidence intervals
- monte carlo simulation
- random walk
- single server queue
- transition matrix
- monte carlo method
- markov processes
- queueing networks
- state dependent
- traffic intensity
- steady states
- genetic algorithm
- importance sampling
- arrival rate
- markov chain monte carlo
- random variables
- single server
- fluid model
- independent and identically distributed
- queueing systems
- probability distribution
- learning algorithm