Interlacing Eigenvalues in Time Reversible Markov Chains.
Mark BrownPublished in: Math. Oper. Res. (1999)
Keyphrases
- markov chain
- steady state
- monte carlo
- transition probabilities
- state space
- finite state
- markov model
- markov process
- covariance matrix
- random walk
- monte carlo method
- stochastic process
- monte carlo simulation
- stationary distribution
- markov processes
- principal component analysis
- transition matrix
- sample path
- parameter estimation
- machine learning
- probabilistic automata
- algo rithm
- assemble to order systems