Stochastic Bounds for Markov Chains with the Use of GPU.
Jaroslaw BylinaJean-Michel FourneauMarek KarwackiNihal PekerginFranck QuessettePublished in: CN (2015)
Keyphrases
- markov chain
- stochastic process
- markov processes
- monte carlo
- probabilistic automata
- steady state
- monte carlo method
- sample path
- finite state
- transition probabilities
- stationary distribution
- markov process
- random walk
- monte carlo simulation
- markov model
- state dependent
- transition matrix
- large deviations
- upper bound
- state space
- variance reduction
- finite automata
- stochastic processes
- assemble to order systems
- stochastic model
- relative entropy
- confidence intervals