Verification of Calculations of Non-Homogeneous Markov Chains Using Monte Carlo Simulation.
Jan ReznícekMartin KohlíkHana KubátováPublished in: DSD (2022)
Keyphrases
- markov chain
- monte carlo simulation
- monte carlo
- steady state
- finite state
- random walk
- stochastic process
- markov processes
- transition probabilities
- markov model
- markov process
- monte carlo method
- state space
- stationary distribution
- transition matrix
- model checking
- confidence intervals
- sample path
- probabilistic automata
- additive model
- assemble to order systems
- var model