On sequential discrimination between close Markov chains.
Mikhail B. MalyutovDmitry M. MalyutovPublished in: Electron. Notes Discret. Math. (2005)
Keyphrases
- markov chain
- steady state
- transition probabilities
- random walk
- finite state
- monte carlo
- markov processes
- monte carlo method
- stationary distribution
- markov process
- stochastic process
- state space
- markov model
- probabilistic automata
- sample path
- monte carlo simulation
- transition matrix
- confidence intervals
- feature selection
- assemble to order systems