On the Embedding Problem for Discrete-Time Markov Chains.

Marie-Anne Guerry

Published in: J. Appl. Probab. (2013)

Keyphrases

markov chain
finite state
steady state
monte carlo
transition probabilities
random walk
markov processes
markov process
monte carlo method
markov model
stochastic process
stationary distribution
state space
monte carlo simulation
transition matrix
probabilistic automata
hidden markov models