Average behaviour in discrete-time imprecise Markov chains: A study of weak ergodicity.
Natan T'JoensJasper De BockPublished in: Int. J. Approx. Reason. (2021)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- stationary distribution
- transition probabilities
- markov model
- state space
- markov process
- random walk
- monte carlo
- monte carlo simulation
- stochastic process
- monte carlo method
- transition matrix
- learning algorithm
- queueing theory
- sample path
- higher order
- search algorithm