On the exact simulation of functionals of stationary Markov chains

DOI10.1016/j.laa.2004.02.023zbMath1050.65005OpenAlexW2169620425MaRDI QIDQ1434430

Jean-Marc Vincent, Corine Marchand

Publication date: 4 August 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.02.023

zbMATH Keywords

algorithmsnumerical resultsMarkov chainscommunication systemsperfect simulationsteady state analysisqueuing network with blocking

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Network design and communication in computer systems (68M10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Backward coupling in bounded free-choice nets under Markovian and non-Markovian assumptions, Statistical Model Checking Using Perfect Simulation

Cites Work

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• Two ergodicity criteria for stochastically recursive sequences
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• How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling
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