Discrete time methods for simulating continuous time Markov chains

DOI10.2307/1425933MaRDI QIDQ4162256zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, Donald L. Iglehart, R. Schaßberger

Publication date 1976

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1425933

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cited in

(15)

• Simulation methods of queues: An overview
• Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
• History of Queueing Theory in Canada Prior to 1980
• Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
• Weak convergence for generalized semi-Markov processes
• Statistical probabilistic model checking with a focus on time-bounded properties
• WARM-UP PERIODS IN SIMULATION CAN BE DETRIMENTAL
• Using a standard clock technique for efficient simulation
• Computational Probability for Systems Biology
• Discrete-time ``inversion and derivative estimation for Markov chains
• Discrete-time conversion for simulating semi-Markov processes
• Some asymptotic formulas for markov chains with applications to simulation^†
• Approximate adaptive uniformization of continuous-time Markov chains
• Discrete-time stochastic modeling and simulation of biochemical networks
• On confidence intervals from simulation of finite Markov chains

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