Monte-carlo Simulation of Markov Chains Using a High-level Modelling Technique
نویسنده
چکیده
A method for Monte-Carlo simulation of Markov chains is considered. Here, Markov chains are described with a high-level modelling technique called transition classes. State spaces may be very large, Markov chains may be stii, i.e. rare events may occur, simulations can be executed highly in parallel, and hybrid evaluation is possible.
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