Estimating the Mixing Time of Ergodic Markov Chains.
Geoffrey WolferAryeh KontorovichPublished in: COLT (2019)
Keyphrases
- markov chain
- steady state
- stationary distribution
- finite state
- monte carlo
- markov process
- stochastic process
- monte carlo method
- markov model
- transition probabilities
- random walk
- markov processes
- state space
- probabilistic automata
- monte carlo simulation
- sample path
- confidence intervals
- probabilistic model
- transition matrix
- queueing theory