Efficient Steady State Analysis of Multimodal Markov Chains

DOI10.1007/978-3-642-39408-9_27MaRDI QIDQ2843073zbMATH OpenOpenAlexFDO

Authors David Spieler, Verena Wolf

Publication date 9 August 2013

Published in Analytical and Stochastic Modeling Techniques and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-39408-9_27

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Numerical analysis (65-XX)

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Cited in

(4)

• Perfect simulation of steady-state Markov chain on mixed state space
• Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
• Computation of the steady-state probability of Markov chain evolving on a mixed state space
• Correct approximation of stationary distributions

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