A Geometric Reduction Approach for Identity Testing of Reversible Markov Chains.

Geoffrey Wolfer Shun Watanabe

Published in: CoRR (2023)

Keyphrases

markov chain
steady state
finite state
markov process
monte carlo
transition probabilities
monte carlo simulation
markov model
stationary distribution
monte carlo method
random walk
stochastic process
markov processes
state space
transition matrix
least squares
sample path
dynamic programming
algo rithm