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...

Full description

Bibliographic Details
Main Authors: Chiang, Yu-Hsuan, 江于萱
Other Authors: Chen, Guan-Yu
Format: Others
Language:en_US
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/46061230095924119836