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Simulation of Gamma‐Distributed First‐Order Markov Chain
Author(s) -
Klemeš V.,
Borůvka L.
Publication year - 1974
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr010i001p00087
Subject(s) - markov chain , markov chain mixing time , markov renewal process , variable order markov model , markov property , markov process , additive markov chain , mathematics , markov model , order (exchange) , examples of markov chains , series (stratigraphy) , continuous time markov chain , interval (graph theory) , computer science , gaussian , statistical physics , statistics , combinatorics , physics , paleontology , finance , quantum mechanics , economics , biology
A first‐order Gaussian Markov chain is used to produce a Markovian series of numbers uniformly distributed in the interval (0, 1), which in turn is used for generating a first‐order Markov chain with a gamma‐type marginal distribution.