A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
Pavel ChiganskyRamon van HandelPublished in: CoRR (2009)
Keyphrases
- markov chain
- stationary distribution
- finite state
- steady state
- monte carlo
- markov model
- markov process
- markov processes
- random walk
- transition probabilities
- state space
- monte carlo simulation
- stochastic process
- monte carlo method
- probabilistic automata
- sample path
- transition matrix
- average cost
- higher order
- bayesian networks
- random numbers