On the simulation of Markov chain steady-state distribution using CFTP algorithm (Q3182209)
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scientific article; zbMATH DE number 5610839
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| English | On the simulation of Markov chain steady-state distribution using CFTP algorithm |
scientific article; zbMATH DE number 5610839 |
Statements
On the simulation of Markov chain steady-state distribution using CFTP algorithm (English)
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7 October 2009
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Monte Carlo
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simulation
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Markov chain
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steady-state distribution
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coupling from the past
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importance sampling
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0.8738315105438232
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0.8024628162384033
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0.7851011157035828
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0.7589612007141113
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