DISCRETE-TIME METHODS FOR SIMULATING CONTINUOUS TIME MARKOV-CHAINS

被引：58

作者：

HORDIJK, A

IGLEHART, DL

SCHASSBERGER, R

机构：

[1] MATH CENTRUM,AMSTERDAM,NETHERLANDS

[2] STANFORD UNIV,STANFORD,CA 94305

[3] UNIV CALGARY,CALGARY T2N 1N4,ALBERTA,CANADA

来源：

ADVANCES IN APPLIED PROBABILITY | 1976年 / 8卷 / 04期

关键词：

D O I：

10.2307/1425933

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：772 / 788

页数：17

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