Formulas for the variance of the sample mean in finite state Markov processes.
Gordon B. HazenA. Alan B. PritskerPublished in: WSC (1977)
Keyphrases
- finite state
- markov processes
- markov chain
- variance estimator
- continuous time markov chains
- continuous time bayesian networks
- markov process
- steady state
- transition probabilities
- state space
- random walk
- markov decision processes
- stationary distribution
- stochastic process
- non stationary
- stochastic processes
- sample size
- partially observable markov decision processes
- average cost
- reinforcement learning
- single server
- finite state transducers
- model checking
- pairwise