Convergence of a second order Markov chain.
Sheng-Long HuLiqun QiPublished in: Appl. Math. Comput. (2014)
Keyphrases
- markov chain
- steady state
- finite state
- markov process
- state space
- monte carlo
- transition probabilities
- random walk
- markov model
- monte carlo method
- stationary distribution
- transition matrix
- higher order
- stochastic process
- monte carlo simulation
- gibbs sampler
- model selection
- state transition
- markov chain monte carlo
- machine learning