Generating Markov-Chain Transitions Quickly: II
Published Online:1 Feb 1991https://doi.org/10.1287/ijoc.3.1.3
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.
