On the exact simulation of functionals of stationary Markov chains

Linear Algebra and Its Applications

Volumn 386, Issue 1-3 SUPPL., 2004, Pages 285-310

  Vincent, Jean Marc ^a   Marchand, Corine ^a  

^a avenue Jean Kuntzmann   (France)

Author keywords

Markov chain simulation; Perfect simulation; Steady state analysis

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; QUEUEING NETWORKS; STATISTICAL METHODS; VECTORS;

MARKOV CHAIN SIMULATION; PERFECT SIMULATION; STATISTICAL ESTIMATION; STEADY STATE ANALYSIS;

MARKOV PROCESSES;

EID: 2942622557     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2004.02.023     Document Type: Conference Paper

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