Uniform Random Number Generation from Markov Chains: Non-Asymptotic and Asymptotic Analyses.
Masahito HayashiShun WatanabePublished in: CoRR (2015)
Keyphrases
- assemble to order systems
- markov chain
- random number
- random numbers
- steady state
- finite state
- transition probabilities
- monte carlo
- monte carlo method
- stochastic process
- state space
- importance sampling
- random walk
- markov process
- confidence intervals
- markov model
- stationary distribution
- pseudorandom
- markov processes
- large deviations
- transition matrix
- random number generator
- sample size
- probabilistic automata
- random number generators
- machine learning