On the exact simulation of functionals of stationary Markov chains (Q1434430)
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scientific article; zbMATH DE number 2081267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the exact simulation of functionals of stationary Markov chains |
scientific article; zbMATH DE number 2081267 |
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On the exact simulation of functionals of stationary Markov chains (English)
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4 August 2004
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The technique of perfect sampling is described for the stationary distributions of Markov chains with finite state space. Algorithms of backward-coupling simulation are presented. These algorithms are applied to the analysis of a communication system of Erlang type with resource sharing with reset and to the queuing network with blocking and priorities. Numerical results on the performance of considered systems are presented.
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perfect simulation
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steady state analysis
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queuing network with blocking
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communication systems
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Markov chains
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algorithms
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numerical results
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