-Geometrically Ergodic Markov Chains.

Déborah Ferré Loïc Hervé James Ledoux

Published in: J. Appl. Probab. (2013)

Keyphrases

markov chain
stationary distribution
steady state
markov process
state space
finite state
transition probabilities
monte carlo
stochastic process
monte carlo method
markov model
random walk
monte carlo simulation
transition matrix
markov processes
sample path
dynamic programming
single server