Generating Markov-Chain Transitions Quickly: II
Bennett L. Fox, Andrew R. Young · INFORMS journal on computing · 1991
A predecessor to this paper gives a way to generate transitions in continuous-time Markov chains. It is fast when a “similarity” condition holds. Exploiting a balanced binary search tree, we reduce the computational complexity of that method. INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.