Exponential Bounds for Error and Equivocation Based on Markov Chain Observations
James F. KorshPublished in: Inf. Control. (1973)
Keyphrases
- markov chain
- steady state
- finite state
- markov process
- random walk
- transition probabilities
- stationary distribution
- monte carlo simulation
- markov model
- monte carlo
- lower bound
- stochastic process
- monte carlo method
- state space
- transition matrix
- upper bound
- variance reduction
- state transition
- gibbs sampler
- algo rithm
- markov chain monte carlo
- cross validation
- search space