Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching.
Fubao XiGang George YinPublished in: J. Multivar. Anal. (2010)
Keyphrases
- markov processes
- autoregressive
- state dependent
- asymptotic properties
- random fields
- non stationary
- markov chain
- steady state
- stationary distribution
- markov process
- stochastic processes
- fixed point
- optimal policy
- queueing networks
- random walk
- single server
- queue length
- maximum entropy
- parameter estimation
- stochastic process
- conditional random fields
- markov model
- arrival rate
- markov random field
- transition probabilities
- asymptotically optimal
- state space
- machine learning
- probabilistic model
- image processing
- hidden markov models
- reinforcement learning
- bayesian networks