Algorithms for Markov stochastic models

DOI10.1007/BF02884726MaRDI QIDQ701586zbMATH OpenOpenAlexFDO

Authors D. Kharzeev, Guang-Hui Hsu

Publication date 6 February 2003

Published in Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02884726

zbMATH Keywords

algorithmfirst passage timestationary solutionstransient solutionsuniform error

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25)

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Cites work

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Cited in

(9)

• A survey on computer generation of some classes of stochastic processes
• Algorithms for determining the state-time probabilities and the limit matrix in Markov chains
• Algorithmical and Computational Procedures for a Markov Model in Survival Analysis
• Markov processes for modeling and analyzing a new genetic mapping method
• scientific article; zbMATH DE number 510828 (Why is no real title available?)
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• scientific article; zbMATH DE number 898050 (Why is no real title available?)
• Further study on web Markov skeleton processes
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