Fast Simulation of Markov Chains with Small Transition Probabilities.

Sandeep Juneja Perwez Shahabuddin

Published in: Manag. Sci. (2001)

Keyphrases

transition probabilities
markov chain
steady state
markov process
random walk
markov model
state space
stationary distribution
markov processes
markov models
stochastic process
transition matrix
social networks