Perfect simulation of steady-state Markov chain on mixed state space

DOI10.1080/03610926.2021.1924783OpenAlexW3173095562MaRDI QIDQ5079882

Abdelaziz Nasroallah, Az-eddine Zakrad

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1924783

zbMATH Keywords

Monte Carlo simulationMarkov chainperfect simulationsteady-state probabilityCFTP algorithmmulti-gamma coupler

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistics (62-XX) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Computation of the steady-state probability of Markov chain evolving on a mixed state space

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