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High-speed simulation of discrete dynamic probabilistic systems

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  • Mars, P.
  • Mcintosh, F.G.
  • Baxter, T.

Abstract

The theory and design of a special purpose stochastic computer for the high-speed simulation of Markov chains and random walks is described. Experimental results are presented for the transient and steady response to Markov systems and for fundamental studies of random walks. The paper conlcludes with a discussion of the extension of the system to the Monte-Carlo solution of partial differential equations with arbitrary boundary conditions.

Suggested Citation

  • Mars, P. & Mcintosh, F.G. & Baxter, T., 1979. "High-speed simulation of discrete dynamic probabilistic systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 21(1), pages 21-38.
    • Handle: RePEc:eee:matcom:v:21:y:1979:i:1:p:21-38
    DOI: 10.1016/0378-4754(79)90102-2
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    References listed on IDEAS

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    1. Miller, A.J. & Mars, P., 1977. "Theory and design of a digital stochastic computer random number generator," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 19(3), pages 198-216.
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