DISCRETE-TIME METHODS FOR SIMULATING CONTINUOUS TIME MARKOV-CHAINS

被引：58

作者：

HORDIJK, A

IGLEHART, DL

SCHASSBERGER, R

机构：

[1] MATH CENTRUM,AMSTERDAM,NETHERLANDS

[2] STANFORD UNIV,STANFORD,CA 94305

[3] UNIV CALGARY,CALGARY T2N 1N4,ALBERTA,CANADA

来源：

ADVANCES IN APPLIED PROBABILITY | 1976年 / 8卷 / 04期

关键词：

D O I：

10.2307/1425933

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：772 / 788

页数：17

共 10 条

[1]

Chung K. L., 1960, MARKOV CHAINS STATIO

[2]

Cinlar E., 1969, ADV APPL PROBAB, V1, P123, DOI 10.2307/1426216

[3] SIMULATING STABLE STOCHASTIC SYSTEMS .1. GENERAL MULTISERVER QUEUES [J].

CRANE, MA ;

IGLEHART, DL .

JOURNAL OF THE ACM, 1974, 21 (01) :103-113

[4] SIMULATING STABLE STOCHASTIC SYSTEMS .2. MARKOV CHAINS [J].

CRANE, MA ;

IGLEHART, DL .

JOURNAL OF THE ACM, 1974, 21 (01) :114-123

[5] SIMULATING STABLE STOCHASTIC SYSTEMS .3. REGENERATIVE PROCESSES AND DISCRETE-EVENT SIMULATIONS [J].

CRANE, MA ;

IGLEHART, DL .

OPERATIONS RESEARCH, 1975, 23 (01) :33-45

[6] SIMULATING STABLE STOCHASTIC SYSTEMS .5. COMPARISON OF RATIO ESTIMATORS [J].

IGLEHART, DL .

NAVAL RESEARCH LOGISTICS, 1975, 22 (03) :553-565

[7] DENUMERABLE MARKOV PROCESSES WITH BOUNDED GENERATORS - ROUTINE FOR CALCULATING PIJ INFINITY [J].

JENSEN, A ;

KENDALL, D .

JOURNAL OF APPLIED PROBABILITY, 1971, 8 (02) :423-&

[8] Markoff Chains as an Aid in the Study of Markoff Processes [J].

Jensen, Arne .

SKANDINAVISK AKTUARIETIDSKRIFT, 1953, 36 (1-2) :87-91

[9]

Kemeny J.G., 1983, FINITE MARKOV CHAINS

[10] A SERVICE SYSTEM WITH 2 PARALLEL QUEUES [J].

SCHASSBERGER, R .

COMPUTING, 1968, 3 (02) :110-+

← 1 →