Goodness-of-Fit Tests for Stationary Distributions of Markov Chains Based on Rao's Divergence.
M. C. PardoPublished in: Inf. Sci. (1998)
Keyphrases
- stationary distribution
- goodness of fit
- markov chain
- chi square
- kl divergence
- confidence intervals
- kullback leibler divergence
- steady state
- transition probabilities
- finite state
- random walk
- monte carlo
- cross entropy
- markov model
- state space
- markov chain monte carlo
- queueing networks
- sufficient conditions
- mutual information
- probability distribution
- relative entropy
- search algorithm
- initial state
- pairwise