Discrete time methods for simulating continuous time Markov chains

DOI10.2307/1425933MaRDI QIDQ4162256zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, Donald L. Iglehart, R. Schaßberger

Publication date 1976

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1425933

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cited in

(15)

• Discrete-time stochastic modeling and simulation of biochemical networks
• Discrete-time conversion for simulating semi-Markov processes
• Simulation methods of queues: An overview
• Weak convergence for generalized semi-Markov processes
• Using a standard clock technique for efficient simulation
• Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
• On confidence intervals from simulation of finite Markov chains
• Approximate adaptive uniformization of continuous-time Markov chains
• Statistical probabilistic model checking with a focus on time-bounded properties
• Computational Probability for Systems Biology
• WARM-UP PERIODS IN SIMULATION CAN BE DETRIMENTAL
• Some asymptotic formulas for markov chains with applications to simulation^†
• Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
• History of Queueing Theory in Canada Prior to 1980
• Discrete-time ``inversion and derivative estimation for Markov chains

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