- General state space Markov chains and MCMC algorithms
2004/01/01 by Gareth O. Roberts, Jeffrey S. Rosenthal · 2 citations
Mathematics · #Algorithm #Applied mathematics #Computer science #Convergence (economics) #Ergodicity #Geometry #Markov Chains and Monte Carlo Methods #Markov chain #Markov chain Monte Carlo #Markov kernel #Markov model #Mathematical optimization #Mathematical proof #Mathematics #Monte Carlo method #State space #Statistical Methods and Inference #Statistical physics #Statistics #Stochastic processes and statistical mechanics #Variable-order Markov model #Weak convergence #math.PR
- Markov Renewal Processes: Definitions and Preliminary Properties
1961/12/01 by Ronald Pyke · 5 citations
Decision Sciences · Engineering · Mathematics · #Computer science #Econometrics #Markov chain #Markov kernel #Markov model #Markov process #Markov property #Markov renewal process #Mathematics #Renewal theory #Resource-Constrained Project Scheduling #Scheduling and Optimization Algorithms #Statistics #Variable-order Markov model
- Markov Renewal Processes with Finitely Many States
1961/12/01 by Ronald Pyke · 1 citation
Business, Management and Accounting · Decision Sciences · Mathematics · #Advanced Queuing Theory Analysis #Applied mathematics #Limiting #Markov chain #Markov kernel #Markov model #Markov process #Markov property #Markov renewal process #Mathematics #Probability and Risk Models #Renewal theory #Statistical physics #Statistics #Stochastic processes and statistical mechanics #Variable-order Markov model