Hurst Index of Functions of Long-Range-Dependent Markov Chains.
Barlas OguzVenkat AnantharamPublished in: J. Appl. Probab. (2012)
Keyphrases
- long range
- markov chain
- short range
- steady state
- finite state
- transition probabilities
- stochastic process
- markov process
- markov model
- random walk
- conditional random fields
- state space
- stationary distribution
- markov processes
- long range interactions
- long range correlations
- probabilistic automata
- transition matrix
- reinforcement learning
- similarity measure