A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations.
Tony ShardlowAndrew M. StuartPublished in: SIAM J. Numer. Anal. (2000)
Keyphrases
- markov chain
- steady state
- stationary distribution
- markov process
- monte carlo
- state space
- transition probabilities
- markov model
- finite state
- transition matrix
- perturbation theory
- random walk
- stochastic process
- markov processes
- confidence intervals
- probabilistic automata
- uniformly distributed
- em algorithm
- bayesian networks
- random numbers