搜索结果: 1-2 共查到“Stationary Densities”相关记录2条 . 查询时间(0.125 秒)
Estimation of Stationary Densities for Markov Chains
Estimation Stationary Densities Markov Chains
2015/7/8
We describe a new estimator of the stationary density of a Markov chain on general state space. The new estimator is easier to compute, converges faster, and empirically gives visually superior estima...
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
wedge sum-of-exponential
2009/4/22
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relyin...