Surprise Probabilities in Markov Chains.
James NorrisYuval PeresAlex ZhaiPublished in: Comb. Probab. Comput. (2017)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- markov process
- markov processes
- monte carlo
- random walk
- stochastic process
- stationary distribution
- monte carlo method
- markov model
- state space
- monte carlo simulation
- transition matrix
- probability distribution
- sample path
- search space
- assemble to order systems
- probabilistic automata