Error bounds for arbitrary approximations of "nearly reversible" Markov chains and a communications example.
Nico M. van DijkPublished in: Kybernetika (1997)
Keyphrases
- markov chain
- error bounds
- steady state
- transition probabilities
- theoretical analysis
- markov process
- monte carlo
- finite state
- random walk
- state space
- markov model
- worst case
- stationary distribution
- stochastic process
- monte carlo method
- markov processes
- transition matrix
- directed graph
- single server
- probabilistic automata
- assemble to order systems
- hidden markov models
- random numbers