On a Question Concerning Condition Numbers for Markov Chains.
Stephen KirklandPublished in: SIAM J. Matrix Anal. Appl. (2002)
Keyphrases
- markov chain
- condition numbers
- least squares
- condition number
- steady state
- transition probabilities
- primal dual
- monte carlo
- finite state
- markov process
- random walk
- stationary distribution
- markov model
- state space
- markov processes
- transition matrix
- probabilistic automata
- convex optimization
- image segmentation
- image processing
- convex sets
- interior point methods
- linear programming