On the relations between Markov chain lumpability and reversibility.

Andrea Marin Sabina Rossi

Published in: Acta Informatica (2017)

Keyphrases

markov chain
steady state
finite state
monte carlo
random walk
stochastic process
markov process
transition probabilities
monte carlo method
markov processes
markov model
state space
stationary distribution
monte carlo simulation
transition matrix
particle filter
dynamic programming