Products of stochastic matrices: Large deviation rate for Markov chain temporal dependencies.
Dragana BajovicJoão Manuel Freitas XavierBruno SinopoliPublished in: Allerton Conference (2012)
Keyphrases
- markov chain
- large deviations
- markov processes
- temporal dependencies
- state dependent
- importance sampling
- monte carlo
- steady state
- stochastic process
- markov process
- queueing systems
- stationary distribution
- transition probabilities
- random walk
- state space
- single server
- machine learning
- markov chain monte carlo
- queue length
- maximum entropy
- image sequences