Efficient simultaneous simulation of Markov chains

MaRDI QIDQ3504263zbMATH OpenFDO

Authors Carsten Wächter, Alexander Keller

Publication date 11 June 2008

zbMATH Keywords

algorithmic simplificationsMarkov chainssimulationsorting

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(8)

• Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods
• Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
• Fast simulation of Markov fluid models
• Perfect simulation of steady-state Markov chain on mixed state space
• Simulating tail asymptotics of a Markov chain
• Computing Densities for Markov Chains via Simulation
• Simulation of program execution using popular Markov chains

Describes a project that uses

Uses Software

• TSPLIB

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