Generating Markov-Chain Transitions Quickly: II

DOI10.1287/IJOC.3.1.3MaRDI QIDQ4025893zbMATH OpenOpenAlexFDO

Authors Bennett L. Fox, Andrew R. Young

Publication date 18 February 1993

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.3.1.3

zbMATH Keywords

computational complexityJackson-like queueing networksway to generate transitions in continuous-time Markov chains

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) Monte Carlo methods (65C05)

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Cited in

(2)

• Generating Markov-Chain Transitions Quickly: I
• Practical algorithms for generating a random ordering of the elements of a weighted set

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