Nonstandard Central Limit Theorems for Markov Chains.
Bernardo B. de AndradeCharles J. GeyerPublished in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2011)
Keyphrases
- markov chain
- limit theorems
- confidence intervals
- steady state
- heavy traffic
- queue length
- transition probabilities
- finite state
- stationary distribution
- markov model
- markov process
- monte carlo
- random walk
- state space
- single server
- transition matrix
- stochastic process
- queueing networks
- markov processes
- probabilistic automata
- machine learning
- markov random field
- search algorithm
- asymptotically optimal