Exact Mixing in an Unknown Markov Chain.

László Lovász Peter Winkler

Published in: Electron. J. Comb. (1995)

Keyphrases

markov chain
steady state
finite state
markov process
stationary distribution
transition probabilities
random walk
monte carlo
monte carlo method
monte carlo simulation
state space
transition matrix
stochastic process
markov model
least squares
state transition
gibbs sampler