Computation and Estimation of Generalized Entropy Rates for Denumerable Markov Chains.
Gabriela CiupercaValerie GirardinLoïck LhotePublished in: IEEE Trans. Inf. Theory (2011)
Keyphrases
- markov chain
- monte carlo simulation
- steady state
- importance sampling
- finite state
- transition probabilities
- markov process
- monte carlo
- markov model
- markov processes
- monte carlo method
- state space
- stochastic process
- random walk
- probabilistic automata
- transition matrix
- stationary distribution
- sample path
- maximum likelihood estimation
- confidence intervals
- queueing theory