Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach.
Ana BusicJean-Michel FourneauPublished in: EPEW (2008)
Keyphrases
- markov chain
- markov processes
- stochastic process
- probabilistic automata
- monte carlo
- steady state
- monte carlo method
- finite state
- sample path
- markov process
- random walk
- markov model
- transition probabilities
- stationary distribution
- state space
- large deviations
- upper bound
- monte carlo simulation
- transition matrix
- finite automata
- stochastic model
- relative entropy
- worst case
- assemble to order systems
- stochastic processes