Adaptive uniformization

DOI10.1080/15326349408807313MaRDI QIDQ4306252zbMATH OpenOpenAlexWikidataFDO

Authors Aad P. A. van Moorsel, William H. Sanders

Publication date 18 October 1994

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349408807313

zbMATH Keywords

adaptive uniformizationextended machine-repairman modeltransient solutionuniformization

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27)

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• Computing the expected Markov reward rates with stationarity detection and relative error control
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• Computing continuous-time Markov chains as transformers of unbounded observables
• On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains
• Computing cumulative rewards using fast adaptive uniformization
• Approximation of event probabilities in noisy cellular processes
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• Computational methods for multiscale modelling of virus infection dynamics
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