An extremal inequality for long Markov chains.
Thomas A. CourtadeJiantao JiaoPublished in: Allerton (2014)
Keyphrases
- markov chain
- steady state
- random walk
- finite state
- transition probabilities
- stationary distribution
- monte carlo method
- markov process
- state space
- probabilistic automata
- markov processes
- markov model
- monte carlo simulation
- monte carlo
- stochastic process
- confidence intervals
- graphical models
- sample path
- search algorithm