Matrix geometric approach for random walks: Stability condition and equilibrium distribution
نویسندگان
چکیده
منابع مشابه
Geometric Random Walks: A Survey∗
The developing theory of geometric random walks is outlined here. Three aspects — general methods for estimating convergence (the “mixing” rate), isoperimetric inequalities in Rn and their intimate connection to random walks, and algorithms for fundamental problems (volume computation and convex optimization) that are based on sampling by random walks — are discussed.
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2017
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326349.2017.1359096