Sharp Entrywise Perturbation Bounds for Markov Chains.
Erik H. ThiedeBrian Van KotenJonathan WearePublished in: SIAM J. Matrix Anal. Appl. (2015)
Keyphrases
- markov chain
- steady state
- finite state
- random walk
- monte carlo method
- stochastic process
- transition probabilities
- monte carlo
- state space
- markov process
- upper bound
- markov processes
- markov model
- monte carlo simulation
- transition matrix
- assemble to order systems
- worst case
- stationary distribution
- confidence intervals
- learning algorithm
- probabilistic automata
- stochastic model
- single server
- variance reduction