A Random Time for Simulating Markov Chains
碩士 === 國立交通大學 === 應用數學系數學建模與科學計算碩士班 === 103 === In this thesis, we provided a simulated method, which can avoid lots of computations, to make the Markov chain approximate its stationary distribution and also gave a theorem to prove it. At first part, we gave a theorem to prove the convergence of new...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/46061230095924119836 |