Algorithms for Markov stochastic models

DOI10.1007/BF02884726zbMath1004.60095MaRDI QIDQ701586

D. Kharzeev

Publication date: 6 February 2003

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

algorithm; stationary solutions; first passage time; transient solutions; uniform error

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60J27: Continuous-time Markov processes on discrete state spaces