Generating Markov-Chain Transitions Quickly: II
Bennett L. Fox, Andrew R. Young
ORSA Journal on Computing · 1991 · Volume 3 · Issue 1
Abstract
A predecessor to this paper gives a way to generate transitions in continuous-time Markov chains. It is fast when a “similarity” condition holds. Exploiting a balanced binary search tree, we reduce the computational complexity of that method. INFORMS Journal on Computing , ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.
Keywords
simulation: random variable generation, queues: Markovian, networks, reliability: availability, multistate systems
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