Efficient Steady State Analysis of Multimodal Markov Chains

DOI10.1007/978-3-642-39408-9_27OpenAlexW2119799332MaRDI QIDQ2843073FDOQ2843073

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

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Mathematics Subject Classification ID

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

Cited In (4)

• 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
• Perfect simulation of steady-state Markov chain on mixed state space

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