Finite-length Analysis on Tail probability and Simple Hypothesis Testing for Markov Chain.
Shun WatanabeMasahito HayashiPublished in: CoRR (2014)
Keyphrases
- markov chain
- hypothesis testing
- transition probabilities
- confidence intervals
- monte carlo
- monte carlo simulation
- finite state
- steady state
- markov model
- state space
- monte carlo method
- probability distribution
- random walk
- least squares
- model selection
- importance sampling
- likelihood ratio
- markov processes
- hypothesis test