On optimal condition numbers for Markov chains.
Stephen J. KirklandMichael NeumannNung-Sing SzePublished in: Numerische Mathematik (2008)
Keyphrases
- markov chain
- steady state
- condition numbers
- transition probabilities
- markov process
- finite state
- markov processes
- monte carlo
- markov model
- state space
- dynamic programming
- random walk
- stationary distribution
- least squares
- transition matrix
- optimal solution
- worst case
- image restoration
- condition number
- search algorithm
- probabilistic automata
- image sequences